Representation of gaussian processes equivalent to a gaussian martingalet

DOI10.1080/17442508008833149zbMath0441.60039OpenAlexW2054751964MaRDI QIDQ3883229

Dimitar I. Khadzhiev, Leda D. Minkova

Publication date: 1980

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508008833149

zbMATH Keywords

Gaussian martingalesequivalence of induced measurestheorem of Girsanov type

Mathematics Subject Classification ID

Gaussian processes (60G15) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Related Items (1)

On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion

Cites Work

• Quelques applications de la formule de changement de variables pour les semimartingales
• On the Density of One Gaussian Measure with Respect to Another
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