Different types of spdes in the eyes of girsanov's theorem

DOI10.1080/07362999808809562zbMath0930.60043OpenAlexW2091006616MaRDI QIDQ4215900

Hassan Allouba

Publication date: 31 January 2000

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809562

zbMATH Keywords

stochastic partial differential equationsGirsanov's theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

• Martingale measures and stochastic calculus
• An infinite dimensional stochastic differential equation with state space C(\({\mathbb{R}})\)
• One dimensional stochastic partial differential equations and the branching measure diffusion
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