Equivalent and absolutely continuous measure changes for jump-diffusion processes
成果类型：
Article
署名作者：
Cheridito, P; Filipovic, D; Yor, M
署名单位：
Princeton University; University of Munich; Universite Paris Cite; Sorbonne Universite
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/105051605000000197
发表日期：
2005
页码：
1713-1732
关键词：
摘要：
We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.
来源URL：