A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals

DOI10.1007/s10959-024-01383-9MaRDI QIDQ6642869

Yuu Hariya

Publication date: 25 November 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Brownian motionexponential functionalanticipative path transformation

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30)

Cites Work

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• Invariance of Brownian motion associated with exponential functionals

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