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A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Hariya, Yuu
Formato:	Preprint
Publicado:	2022
Materias:	Probability 60J65 (Primary) 60J55, 60G30 (Secondary)
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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