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A Girsanov result for the Pettis integral - MaRDI portal

A Girsanov result for the Pettis integral (Q2054559)

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A Girsanov result for the Pettis integral
scientific article

    Statements

    title
    A Girsanov result for the Pettis integral (English)
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    author
    Luca Trastulli
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    Domenico Candeloro
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    Anna Rita Sambucini
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    publication date
    3 December 2021
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    zbMATH Keywords
    Girsanov theorem
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    martingale
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    Pettis multivalued integral
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    cites work
    Q4799187
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    Q2841070
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    Q4314660
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    Q2744679
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    Q3431264
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    Q4278311
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    Q3871120
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    Q4273174
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    Q5199380
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    Q5424044
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    Q4834940
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    Identifiers

    Mathematics Subject Classification ID
    46G10
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    60H05
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    28B05
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    28B20
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    26E25
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    54C60
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    zbMATH DE Number
    7438290
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    OpenAlex ID
    W3210257189
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    arXiv ID
    2007.04610
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