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Absolutely continuous change of measure in stochastic differential equations - MaRDI portal

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Absolutely continuous change of measure in stochastic differential equations (Q1905237)

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scientific article; zbMATH DE number 830682
Language Label Description Also known as
English
Absolutely continuous change of measure in stochastic differential equations
scientific article; zbMATH DE number 830682

    Statements

    title
    Absolutely continuous change of measure in stochastic differential equations (English)
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    author
    E. N. Derieva
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    publication date
    8 January 1996
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    zbMATH Keywords
    solution properties
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    absolutely continuous change of measure
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    Identifiers

    DOI
    10.1007/BF02366455
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    zbMATH DE Number
    830682
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