Equivalent and absolutely continuous measure changes for jump-diffusion processes

DOI10.1214/105051605000000197zbMath1082.60034arXivmath/0508450OpenAlexW3100093735MaRDI QIDQ2572390

Patrick Cheridito, Marc Yor, Damir Filipović

Publication date: 8 November 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508450

zbMATH Keywords

change of measure equivalent measures carré-du-champ operator

Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).

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