A Girsanov transformation for birth and death on a Brownian flow (Q4877406)
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scientific article; zbMATH DE number 877713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Girsanov transformation for birth and death on a Brownian flow |
scientific article; zbMATH DE number 877713 |
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A Girsanov transformation for birth and death on a Brownian flow (English)
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30 September 1996
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Brownian flow
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Poisson process
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Girsanov formula
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