Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
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Publication:1322926
zbMath0796.60082MaRDI QIDQ1322926
Publication date: 20 September 1994
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_4_569_0
60J65: Brownian motion
60G44: Martingales with continuous parameter
60J45: Probabilistic potential theory
60H05: Stochastic integrals
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