scientific article; zbMATH DE number 3990529

zbMATH Open0612.60052MaRDI QIDQ3753205FDOQ3753205

Authors: 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?)

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zbMATH Keywords

semimartingalestime reversalexponential martingalesGirsanov transform methods

Mathematics Subject Classification ID

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

Cited In (6)

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• An Application of Flows to Time Shift and Time Reversal in Stochastic Processes
• Time reversal on Lévy processes
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