"Generalization of the anticipative Girsanov theorem" by Hui-Hsiung Kuo, Yun Peng et al.

Article Title

Generalization of the anticipative Girsanov theorem

Authors

Hui-Hsiung Kuo, Louisiana State University, Baton Rouge, USA
Yun Peng, Louisiana State University, Baton Rouge, Louisiana USA
Benedykt Szozda, University of Aarhus, Aarhus, DenmarkFollow

DOI

10.31390/cosa.7.4.06

Recommended Citation

Kuo, Hui-Hsiung; Peng, Yun; and Szozda, Benedykt (2013) "Generalization of the anticipative Girsanov theorem," Communications on Stochastic Analysis: Vol. 7: No. 4, Article 6.
DOI: 10.31390/cosa.7.4.06
Available at: https://repository.lsu.edu/cosa/vol7/iss4/6

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