Equivalent and absolutely continuous measure changes for jump-diffusion processes

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We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.
Published at http://dx.doi.org/10.1214/105051605000000197 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60G30, 60J25, 60J75 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/76130

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0508450
 http://arxiv.org/abs/math/0508450
 Annals of Applied Probability 2005, Vol. 15, No. 3, 1713-1732
 doi:10.1214/105051605000000197

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