论文信息 - On a problem of Girsanov - 字舞流文

On a problem of Girsanov

N. Kazamaki | Norihiko Kazamaki

[1] A. Novikov. On an Identity for Stochastic Integrals , 1973 .

[2] I. V. Girsanov. On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures , 1960 .