NON-ANTICIPATIVE TRANSFORMATIONS OF 2-PARAMETER WIENER PROCESS AND A GIRSANOV THEOREM

被引：6

|

作者：

ETEMADI, N ^{[1
]}

KALLIANPUR, G ^{[1
]}

机构：

[1] UNIV MINNESOTA,MINNEAPOLIS,MN 55455

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1977年 / 7卷 / 01期

关键词：

D O I：

10.1016/0047-259X(77)90029-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：28 / 49

页数：22

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