Generalization of the Girsanov theorem
Skokan, Václav
Commentationes Mathematicae Universitatis Carolinae, Tome 029 (1988), p. 127-141 / Harvested from Czech Digital Mathematics Library
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Publié le : 1988-01-01
Classification:  60G44,  60G57,  60H05,  60H10,  60H20 
@article{106604,
     author = {V\'aclav Skokan},
     title = {Generalization of the Girsanov theorem},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {029},
     year = {1988},
     pages = {127-141},
     zbl = {0648.60068},
     mrnumber = {937556},
     language = {en},
     url = {http://dml.mathdoc.fr/item/106604}
}

Skokan, Václav. Generalization of the Girsanov theorem. Commentationes Mathematicae Universitatis Carolinae, Tome 029 (1988) pp. 127-141. http://gdmltest.u-ga.fr/item/106604/

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