Anticipative diffusion and related change of measures

DOI10.1006/jfan.1993.1119zbMath0804.60072OpenAlexW2082777259MaRDI QIDQ1316408

Ognian B. Enchev, Daniel W. Stroock

Publication date: 19 January 1995

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jfan.1993.1119

zbMATH Keywords

change of measuresanticipating driftsembedding of the shift

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Anticipative Markovian transformations on the Poisson space.

This page was built for publication: Anticipative diffusion and related change of measures