| Title:
|
Generalization of the Girsanov theorem (English) |
| Author:
|
Skokan, Václav |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
29 |
| Issue:
|
1 |
| Year:
|
1988 |
| Pages:
|
127-141 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G44 |
| MSC:
|
60G57 |
| MSC:
|
60H05 |
| MSC:
|
60H10 |
| MSC:
|
60H20 |
| idZBL:
|
Zbl 0648.60068 |
| idMR:
|
MR937556 |
| . |
| Date available:
|
2008-06-05T21:31:57Z |
| Last updated:
|
2012-04-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/106604 |
| . |
| Reference:
|
[1] GIRSANOV I. V.: O preobrazovanii odnogo klassa sluchaĭnykh processov s pomoshchyu absolyutno nepreryvnoĭ zameny mery.Teoriya veroyatnostei i ee primeneniya 5 (1960), 314-330. |
| Reference:
|
[2] ERSHOV M. P.: Ob absolyutnoĭ nepreryvnosti mer otyechayushchikh processam diffuzionnogo tipa.Teoriya veroyatnosteí i ee primeneniya 17 17 (1972), 173-179. |
| Reference:
|
[3] GIKHMAN I. I., SKOROKHOD A. V.: Teoriya sluchaĭnykh processov.tom III, Izd.-vo Nauka, 1975, str. 345, 350. MR 0651014 |
| Reference:
|
[4] LIPCER R. SH., SHIRYAEV A. N.: Ob absolyutnoĭ nepreryvnosti mer sootvetstvuyushchikh processam diffuzionnogo tipa otnositelno vinerovskoĭ.Izv. AN SSSR, ser. matem. 36 (1972), 847-889. |
| Reference:
|
[5] SKOROKHOD A. V.: O differenciruemosti mer sootvetstvuyushchikh sluchaĭnym processam.Teoriya veroyatnosteĭ i ee primeneniya 5 (1960), 45-53. |
| Reference:
|
[6] GIKHMAN I. I., SKOROKHOD A. V.: Stokhasticheskie differencialnye uravneniya.Nauka, Dumka, 1968. |
| Reference:
|
[7] LOEVE M.: Teoriya veroyatnosteĭ.Izd. in. literatury, Moskva 1962. MR 0140129 |
| Reference:
|
[8] MANDL P.: Stochastic integrals and their applications.(in Czech), ČSAV, Praha 1975. |
| . |
