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.


Published in:
The Annals of Applied Probability, 15, 1713-1732
Year:
2005
Keywords:
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 Record created 2010-04-25, last modified 2018-03-17

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