On Exponential Local Martingales Connected with Diffusion Processes
- 1 January 1984
- journal article
- research article
- Published by Wiley in Mathematische Nachrichten
- Vol. 119 (1) , 97-115
- https://doi.org/10.1002/mana.19841190108
Abstract
No abstract availableKeywords
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- On a problem of GirsanovTohoku Mathematical Journal, 1977
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