Local characteristics and absolute continuity conditions for d-dimensional semi-martingales

Jean Jacod

Banach Center Publications (1979)

  • Volume: 5, Issue: 1, page 133-140
  • ISSN: 0137-6934

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Jacod, Jean. "Local characteristics and absolute continuity conditions for d-dimensional semi-martingales." Banach Center Publications 5.1 (1979): 133-140. <http://eudml.org/doc/209084>.

@article{Jacod1979,
author = {Jacod, Jean},
journal = {Banach Center Publications},
keywords = {semimartingale; local characteristics; Girsanov theorem},
language = {eng},
number = {1},
pages = {133-140},
title = {Local characteristics and absolute continuity conditions for d-dimensional semi-martingales},
url = {http://eudml.org/doc/209084},
volume = {5},
year = {1979},
}

TY - JOUR
AU - Jacod, Jean
TI - Local characteristics and absolute continuity conditions for d-dimensional semi-martingales
JO - Banach Center Publications
PY - 1979
VL - 5
IS - 1
SP - 133
EP - 140
LA - eng
KW - semimartingale; local characteristics; Girsanov theorem
UR - http://eudml.org/doc/209084
ER -

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