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Russian Mathematical Surveys, 2018, Volume 73, Issue 1, Pages 169–171
DOI: https://doi.org/10.1070/RM9808 (Mi rm9808) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Brief Communications

On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

A. N. Shiryaev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
English version PDF (358 kB) Citations (1) Russian version article
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DOI: https://doi.org/10.1070/RM9808
Funding agency Grant number
Russian Science Foundation 14-21-00162
This work was supported by the Russian Science Foundation under grant no. 14-21-00162.
Received: 05.12.2017
Bibliographic databases:
Document Type: Article
MSC: 60J65
Language: English
Original paper language: Russian
Citation: A. N. Shiryaev, “On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem”, Russian Math. Surveys, 73:1 (2018), 169–171
Citation in format AMSBIB
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\paper On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem
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\yr 2018
\vol 73
\issue 1
\pages 169--171
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  • https://doi.org/10.1070/RM9808
  • https://www.mathnet.ru/eng/rm/v73/i1/p179
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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