On path independence of Girsanov transformation for stochastic differential equations
Date first appeared online | 08/11/2021 |
DOI | 10.1360/ssm-2020-0287 |
Authors | Wang F., Wu J. |
Journal Name | SCIENTIA SINICA Mathematica |
Volume | 51 |
Date first appeared online | 08/11/2021 |
DOI | 10.1360/ssm-2020-0287 |
Authors | Wang F., Wu J. |
Journal Name | SCIENTIA SINICA Mathematica |
Volume | 51 |