مرکز منطقه ای اطلاع رساني علوم و فناوري - A formula for transition density function under Girsanov transform

Title of article :

A formula for transition density function under Girsanov transform

Author/Authors :

Ruili Song، نويسنده , , Jiangang Ying، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

658

To page :

666

Keywords :

Transition density function , Infinitesimal generator , Le´vy system , Girsanov theorem

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

140957

Link To Document :