scientific article; zbMATH DE number 3994656

MaRDI QIDQ4721322zbMATH OpenFDO

Authors Chantha Yoeurp

Publication date 1985

zbMATH Keywords

Girsanov theoremFöllmer measureKunita decomposition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuity and singularity of induced measures (60G30)

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