On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces (Q2633632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces |
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On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces (English)
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9 May 2019
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Itô formula
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Girsanov transformation
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path-independence
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characterization theorems
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