research article
Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes
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.
Type
research article
Author(s)
Date Issued
2005
Published in
Volume
15
Start page
1713
End page
1732
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
April 25, 2010
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