Girsanov transformation for poisson processes in semi-group theory

被引：0

作者：

Leandre, Remi ^{[1
]}

机构：

[1] Univ Bourgogne, Inst Math, F-21100 Dijon, France

来源：

NUMERICAL ANALYSIS AND APPLIED MATHEMATICS | 2007年 / 936卷

关键词：

Girsanov transformation; semi-group;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We translate in semi-group theory the classical Girsanov formula for jump processes of stochastic analysis.

引用

页码：336 / 338

页数：3

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