A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Girsanov transformation of finite state stochastic processes in discrete time |
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A generalized Girsanov transformation of finite state stochastic processes in discrete time (English)
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9 April 2014
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backward stochastic difference equations
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Girsanov transformation
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signed measures
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