Generalized Girsanov Transform of Processes and Zakai Equation with Jumps

Authors

Masatoshi Fujisaki, Ritsumeikan Univ., Kusatsu, 525-8577, JapanFollow
Takashi Komatsu, Osaka City Univ., Osaka, 558-8585, JapanFollow

Recommended Citation

Fujisaki, Masatoshi and Komatsu, Takashi (2021) "Generalized Girsanov Transform of Processes and Zakai Equation with Jumps," Journal of Stochastic Analysis: Vol. 2: No. 3, Article 17.
DOI: 10.31390/josa.2.3.17
Available at: https://repository.lsu.edu/josa/vol2/iss3/17

DOI

10.31390/josa.2.3.17