XLIV: 20, 429-465, LNM 2046 (2012)
LÉONARD, Christian
Girsanov theory under a finite entropy condition (
Theory of processes)
Keywords: Stochastic processes,
Relative entropy,
Girsanov's theory,
Diffusion processes,
Processes with jumpsNature: Original
XLVI: 07, 207-230, LNM 2123 (2014)
LÉONARD, Christian
Some properties of path measures (
Theory of processes)
Keywords: unbounded measure,
conditional expectation,
relative entropy,
stochastic processes,
Schrödinger problemNature: Original