Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
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Publication:4076585
DOI10.1007/BF00532597zbMath0315.60026MaRDI QIDQ4076585
Publication date: 1976
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
60J60: Diffusion processes
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Cites Work
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- Transformation of local martingales under a change of law
- Processus de Markov
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Conditions for the Absolute Continuity of Two Diffusions
- [https://portal.mardi4nfdi.de/wiki/Publication:4064791 Un th�or�me de repr�sentation pour les martingales discontinues]
- On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes
- Diffusion processes with continuous coefficients, I
- Quelques applications de la formule de changement de variables pour les semimartingales
- Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
- The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
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