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2 matches found
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 jumps
Nature: 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 problem
Nature: Original