Lévy systems and absolutely continuous changes of measure for a jump process
- 1 December 1977
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 61 (3) , 785-796
- https://doi.org/10.1016/0022-247x(77)90178-0
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Representation of Martingales of Jump ProcessesSIAM Journal on Control and Optimization, 1976
- Martingales on Jump Processes. II: ApplicationsSIAM Journal on Control, 1975
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- Transformation of Local Martingales Under a Change of LawThe Annals of Probability, 1974
- Quelques applications de la formule de changement de variables pour les semimartingalesProbability Theory and Related Fields, 1970