Equivalent and absolutely continuous measure changes for jump-diffusion processes

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dc.creatorCheridito, Patrick
dc.creatorFilipovic, Damir
dc.creatorYor, Marc
dc.date2005-08-24
dc.date.accessioned2026-07-07T05:22:37Z
dc.date.available2026-07-07T05:22:37Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0508450
dc.identifierhttp://arxiv.org/abs/math/0508450
dc.identifierAnnals of Applied Probability 2005, Vol. 15, No. 3, 1713-1732
dc.identifierdoi:10.1214/105051605000000197
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/76130
dc.subjectProbability
dc.subject60G30, 60J25, 60J75 (Primary)
dc.titleEquivalent and absolutely continuous measure changes for jump-diffusion processes
dc.typetext

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