scientific article

zbMATH Open0612.60052MaRDI QIDQ3753205FDOQ3753205

Jean Picard

Publication date: 1986

Full work available at URL: http://www.numdam.org/item?id=SPS_1986__20__56_0

Title of this publication is not available (Why is that?)

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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