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zbMath0419.60050MaRDI QIDQ3852894

Publication date: 1979

Full work available at URL: https://eudml.org/doc/209084

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Girsanov theorem semimartingale local characteristics

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Related Items (2)

Theory of stochastic processes ⋮ Absolute continuity of semimartingales

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