AN ALGEBRAIC APPROACH TO THE CAMERON-MARTIN-MARUYAMA-GIRSANOV FORMULA

Bibliographic Information

Title
AN ALGEBRAIC APPROACH TO THE CAMERON-MARTIN-MARUYAMA-GIRSANOV FORMULA
Author
Jiro Akahori, Takafumi Amaba and Sachiyo Uraguchi

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Details

  • CRID
    1010000782148562048
  • Article Type
    journal article
  • Data Source
    • KAKEN

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