On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem (Q4581702)
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scientific article; zbMATH DE number 6921010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem |
scientific article; zbMATH DE number 6921010 |
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On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem (English)
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20 August 2018
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Brownian motion
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Girsanov's theorem
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