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Absolute continuity of semimartingales - MaRDI portal

Absolute continuity of semimartingales (Q1722022)

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Absolute continuity of semimartingales
scientific article

    Statements

    title
    Absolute continuity of semimartingales (English)
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    author
    David Criens
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    Kathrin Glau
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    publication date
    14 February 2019
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    zbMATH Keywords
    absolute continuity of laws
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    semimartingale
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    Girsanov's theorem
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    change of measure
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    martingale problem
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    explosion
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    Identifiers

    DOI
    10.1214/18-EJP238
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    zbMATH DE Number
    7021681
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    arXiv ID
    1706.04944
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