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  4. Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes
 
research article

Equivalent and Absolutely Continuous Measure Changes for Jump-Diffusion Processes

Filipovic, Damir  
•
Cheridito, P.
•
Yor, M.
2005
The Annals of Applied Probability

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.

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