Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps |
scientific article; zbMATH DE number 6645837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps |
scientific article; zbMATH DE number 6645837 |
Statements
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (English)
0 references
31 October 2016
0 references
stochastic differential equations
0 references
Girsanov transformation
0 references
partial integro-differential equations
0 references
0 references
