Simple examples of non-generating Girsanov processes
Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 247-251
@article{SPS_1997__31__247_0,
author = {Feldman, Jacob and Smorodinsky, Meir},
title = {Simple examples of non-generating {Girsanov} processes},
journal = {S\'eminaire de probabilit\'es de Strasbourg},
pages = {247--251},
year = {1997},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {31},
mrnumber = {1478733},
zbl = {0883.60038},
language = {en},
url = {http://geodesic.mathdoc.fr/item/SPS_1997__31__247_0/}
}
TY - JOUR AU - Feldman, Jacob AU - Smorodinsky, Meir TI - Simple examples of non-generating Girsanov processes JO - Séminaire de probabilités de Strasbourg PY - 1997 SP - 247 EP - 251 VL - 31 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1997__31__247_0/ LA - en ID - SPS_1997__31__247_0 ER -
%0 Journal Article %A Feldman, Jacob %A Smorodinsky, Meir %T Simple examples of non-generating Girsanov processes %J Séminaire de probabilités de Strasbourg %D 1997 %P 247-251 %V 31 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1997__31__247_0/ %G en %F SPS_1997__31__247_0
Feldman, Jacob; Smorodinsky, Meir. Simple examples of non-generating Girsanov processes. Séminaire de probabilités de Strasbourg, Tome 31 (1997), pp. 247-251. http://geodesic.mathdoc.fr/item/SPS_1997__31__247_0/
