scientific article; zbMATH DE number 27178

MaRDI QIDQ3983703zbMATH OpenFDO

Authors Marc Arnaudon

Publication date 27 June 1992

zbMATH Keywords

Girsanov theoremLie groupmanifold-valued semi-martingales

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Generalizations of martingales (60G48)

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• Local characteristics of semi-martingales and changes of probabilities
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