Likelihood Ratios for Diffusion Processes With Shifted Mean Values

DOI10.2307/1993417zbMATH Open0121.13202OpenAlexW4235120831MaRDI QIDQ5732147FDOQ5732147

Authors: Tom S. Pitcher 

Publication date: 1961

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1993417

zbMATH Keywords

probability theory

Cited In (4)

• A property of distributions of diffusion processes
• Differentiable measures and the Malliavin calculus
• On Skorokhod differentiable measures
• Gaussian measures on linear spaces

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