Relative densities of semimartingales
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Publication:1843267
DOI10.1007/BF01425501zbMath0281.60053OpenAlexW1985967282MaRDI QIDQ1843267
Publication date: 1974
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/142314
Related Items (9)
Unnamed Item ⋮ Unnamed Item ⋮ On infinitesimal generators of sublinear Markov semigroups ⋮ Default and information ⋮ Supermartingales as Radon-Nikodym densities and related measure extensions ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Optional supermartingales and the andersen-jessen theorem ⋮ Nonhomogeneous Markov processes ⋮ Brownian motion, exit times and stochastic Riemannian geometry
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