Necessary and sufficient conditions for path-independence...

Frontiers of Mathematics in China 2014 / 06 Vol. 9; Iss. 3

Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations

Wang, Miao, Wu, Jiang-Lun
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Volume:
9
Language:
english
Journal:
Frontiers of Mathematics in China
DOI:
10.1007/s11464-014-0364-8
Date:
June, 2014
File:
PDF, 233 KB
english, 2014
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