Girsanov formula
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Publication:4395798
DOI10.1080/07362999808809537zbMath0951.60097OpenAlexW4242248682MaRDI QIDQ4395798
Publication date: 18 December 2000
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999808809537
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuity and singularity of induced measures (60G30)
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