GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378)
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scientific article; zbMATH DE number 1655880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS |
scientific article; zbMATH DE number 1655880 |
Statements
GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (English)
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10 July 2002
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extension of filtration
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semimartingale
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special semimartingale
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canonical decomposition
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Poisson bridge
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