scientific article; zbMATH DE number 3990529

MaRDI QIDQ3753205zbMATH OpenFDO

Authors Jean Picard

Publication date 1986

Full work available at URL http://www.numdam.org/item?id=SPS_1986__20__56_0, https://eudml.org/doc/113572

zbMATH Keywords

semimartingalestime reversalexponential martingalesGirsanov transform methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99)

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