On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

Shiryaev A. N.

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On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

机译：论漂移和Girsanov的定理衡量褐色运动的转变

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来源
《Russian mathematical surveys》 |2018年第1期|共3页
作者
Shiryaev A. N.;
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作者单位

Russian Acad Sci Steklov Math Inst Moscow Russia;

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正文语种 eng
中图分类数学;
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1. On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem [J] . Shiryaev A. N. Russian mathematical surveys . 2018,第1期

机译：论漂移和Girsanov的定理衡量褐色运动的转变
2. Applications of the Girsanov theorem for multivariate fractional Brownian motions [J] . MONIKA CAMFRLOVA, PETR COUPEK Communications in Information and Systems . 2021,第2期

机译：Girsanov定理对多变量分数褐色运动的应用
3. Limit theorems for a Brownian motion with drift in a white noise environment [J] . Tanaka H Chaos, Solitons and Fractals: Applications in Science and Engineering: An Interdisciplinary Journal of Nonlinear Science . 1997,第11期

机译：在白噪声环境下具有漂移的布朗运动的极限定理
4. Equivalence of decentralized stochastic dynamic decision systems via Girsanov's measure transformation [C] . Charalambous Charalambos D., Ahmed N.U. IEEE Annual Conference on Decision and Control . 2014

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5. The central limit theorem and the estimation of the concentration of measure for fractional brownian motion. [D] . Garmirian, Patricia Mehron. 2013

机译：中心极限定理和分数布朗运动测度集中的估计。
6. A Decomposition of Compact Continua and Related Theorems on Fixed Sets under Continuous Transformations [O] . J. L. Kelley 1940

机译：连续变换下固定集的紧致连续性和相关定理的分解
7. An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions [O] . Ilkka Norros, Esko Valkeila, Jorma Virtamo Z 1996

机译：Girsanov公式的基本方法和分数布朗运动的其他分析结果

On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

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