On a problem of Girsanov
Open Access
- 1 January 1977
- journal article
- Published by Mathematical Institute, Tohoku University in Tohoku Mathematical Journal
- Vol. 29 (4) , 597-600
- https://doi.org/10.2748/tmj/1178240496
Abstract
Project Euclid - mathematics and statistics onlineKeywords
This publication has 2 references indexed in Scilit:
- On an Identity for Stochastic IntegralsTheory of Probability and Its Applications, 1973
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960