Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations (Q680480)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations |
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Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations (English)
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23 January 2018
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degenerated stochastic differential equations (SDEs)
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Girsanov transformation
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non-Lipschitz SDEs with jumps
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semi-linear partial integro-differential equation of parabolic type
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