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Anticipative Girsanov transformations |
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| Authors: | Rainer Buckdahn |
| Institution: | (1) Fachbereich Mathematik, Humboldt-Universität, Unter den Linden 6, O-1086 Berlin, Germany |
| Abstract: | Summary The transformations of measures induced by
with (K
s
) possibly anticipating the Wiener process (W
s
) is discussed and a Girsanovtype theorem under rather weak assumptions on (K
s
) is derived. |
| Keywords: | |
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