Local characteristics of semi-martingales and changes of probabilities

zbMath0779.60043MaRDI QIDQ2368146

Marc Arnaudon

Publication date: 17 January 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_2_251_0

zbMATH Keywords

Lie groupGirsanov theoremsemi-martingaleslocal characteristicsuniformly integrable martingale

Mathematics Subject Classification ID

Differential geometry of homogeneous manifolds (53C30) Martingales with continuous parameter (60G44) Diffusion processes and stochastic analysis on manifolds (58J65)

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