Girsanov Theorem

Indian Statistical Institute Series - Introduction to Stochastic Calculus ◽

10.1007/978-981-10-8318-1_13 ◽

2018 ◽

pp. 411-434

Author(s):

Rajeeva L. Karandikar ◽

B. V. Rao

Keyword(s):

Girsanov Theorem

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Nonnegative supermartingales and martingales, and the Girsanov theorem

Statistics of Random Processes I ◽

10.1007/978-1-4757-1665-8_7 ◽

1977 ◽

pp. 207-235

Author(s):

R. S. Liptser ◽

A. N. Shiryayev

Keyword(s):

Girsanov Theorem

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The Girsanov theorem

Stochastic Processes ◽

10.1017/cbo9780511997044.015 ◽

2012 ◽

pp. 89-93

Author(s):

Richard F. Bass

Keyword(s):

Girsanov Theorem

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The girsanov theorem and weak solutions of stochastic differential equations in the dual of a nuclear space

Stochastic Analysis and Applications ◽

10.1080/07362999108809248 ◽

1991 ◽

Vol 9 (4) ◽

pp. 401-428 ◽

Author(s):

Tomasz Bojdecki ◽

Jacek Jakubowski

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Solutions ◽

Nuclear Space ◽

Girsanov Theorem

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Noncommutative Girsanov theorem

Probability on Real Lie Algebras ◽

10.1017/cbo9781316415054.012 ◽

2016 ◽

pp. 178-189

Author(s):

Uwe Franz ◽

Nicolas Privault

Keyword(s):

Girsanov Theorem

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Absolute continuity and the Girsanov theorem

Stochastic Equations in Infinite Dimensions ◽

10.1017/cbo9781107295513.012 ◽

2014 ◽

pp. 282-299

Author(s):

Giuseppe Da Prato ◽

Jerzy Zabczyk

Keyword(s):

Absolute Continuity ◽

Girsanov Theorem

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Girsanov theorem for stochastic flows with interaction

Ukrainian Mathematical Journal ◽

10.1007/s11253-009-0216-y ◽

2009 ◽

Vol 61 (3) ◽

pp. 435-456 ◽

Author(s):

T. V. Malovichko

Keyword(s):

Stochastic Flows ◽

Girsanov Theorem

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A GENERALIZED GIRSANOV THEOREM AND ITS APPLICATION

Acta Mathematica Scientia ◽

10.1016/s0252-9602(17)30876-7 ◽

1998 ◽

Vol 18 ◽

pp. 51-57

Author(s):

Jinfu Liu

Keyword(s):

Girsanov Theorem

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Applications of the Girsanov theorem for multivariate fractional Brownian motions

Communications in Information and Systems ◽

10.4310/cis.2021.v21.n2.a5 ◽

2021 ◽

Vol 21 (2) ◽

pp. 269-296

Author(s):

Monika Camfrlová ◽

Petr Čoupek

Keyword(s):

Girsanov Theorem ◽

Brownian Motions ◽

Fractional Brownian Motions

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Solution of Convection-Diffusion Partial Differential Equations Using Girsanov Theorem and Conditional Brownian Local Time

SSRN Electronic Journal ◽

10.2139/ssrn.2222358 ◽

2013 ◽

Author(s):

Ahsan Amin

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Girsanov Theorem ◽

Partial Differential ◽

Convection Diffusion ◽

Brownian Local Time

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A white noise version of the Girsanov theorem

[1991] Proceedings of the 30th IEEE Conference on Decision and Control ◽

10.1109/cdc.1991.261853 ◽

2002 ◽

Author(s):

R.R. Mazumdar ◽

A. Bagchi

Keyword(s):

White Noise ◽

Girsanov Theorem

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