scientific article; zbMATH DE number 3994656

zbMATH Open0614.60038MaRDI QIDQ4721322FDOQ4721322

Authors: Chantha Yoeurp 

Publication date: 1985

Title of this publication is not available (Why is that?)

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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)

Cited In (10)

• Title not available (Why is that?)
• GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS
• Arbitrage of the first kind and filtration enlargements in semimartingale financial models
• Title not available (Why is that?)
• Title not available (Why is that?)
• The existence of dominating local martingale measures
• Title not available (Why is that?)
• An enlargement of filtration formula with applications to multiple non-ordered default times
• Thin times and random times' decomposition
• Change of measure up to a random time: details

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