A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals (Q6642869)
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scientific article; zbMATH DE number 7948986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals |
scientific article; zbMATH DE number 7948986 |
Statements
A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals (English)
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25 November 2024
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Brownian motion
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exponential functional
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anticipative path transformation
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