Pages that link to "Item:Q2746378"
From MaRDI portal
The following pages link to GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378):
Displaying 5 items.
- Initial enlargement of filtrations and entropy of Poisson compensators (Q633140) (← links)
- Enlargement of filtrations with random times for processes with jumps (Q939392) (← links)
- On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
- (Q3822942) (← links)
- Change of measure up to a random time: theory (Q3988136) (← links)