Absolutely continuous change of measure in stochastic differential equations

DOI10.1007/BF02366455MaRDI QIDQ1905237zbMATH OpenFDO

Authors E. N. Derieva

Publication date 8 January 1996

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02366455

zbMATH Keywords

absolutely continuous change of measuresolution properties

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites work

• scientific article; zbMATH DE number 4147214 (Why is no real title available?)
• scientific article; zbMATH DE number 4050652 (Why is no real title available?)
• scientific article; zbMATH DE number 4054862 (Why is no real title available?)
• Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
• Stochastic equations of optimal nonlinear filtering of random fields
• Stochastic integrals in the plane

Cited in

(1)

• Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus

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