scientific article; zbMATH DE number 63052

MaRDI QIDQ4008650zbMATH OpenFDO

Authors Paul Kree, Eric Carlen

Publication date 27 September 1992

zbMATH Keywords

BMO normBrownian motionGirsanov's formulaharmonic analysisNeumann expansionssemi-martingale with continuous pathsuniform integrability

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

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