Alexander Cherny, Mikhail Urusov, From Stochastic Calculus to Mathematical Finance, 2006, 125
M. Mania, “A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market”, Stochastic Processes and their Applications, 90, № 1, 2000, 19
Yu. M. Kabanov, 1299, Probability Theory and Mathematical Statistics, 1988, 140
Yu. M. Kabanov, S. M. Pergamenshchikov, Modeling, Estimation and Control of Systems with Uncertainty, 1991, 200
Kacha Dzhaparidze, Peter Spreij, Esko Valkeila, “Information processes for semimartingale experiments”, Ann. Probab., 31, № 1, 2003
Robert S. Liptser, Albert N. Shiryaev, 6, Statistics of Random Processes, 2001, 355
Aleš Černý, Johannes Ruf, “Simplified calculus for semimartingales: Multiplicative compensators and changes of measure”, Stochastic Processes and their Applications, 161, 2023, 572
Niels B. Kammerer, Wolfgang Stummer, “Some Dissimilarity Measures of Branching Processes and Optimal Decision Making in the Presence of Potential Pandemics”, Entropy, 22, № 8, 2020, 874
Lioudmila Vostrikova, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 453
V.I. Bogachev, M. Röckner, S.V. Shaposhnikov, “Distances between transition probabilities of diffusions and applications to nonlinear Fokker–Planck–Kolmogorov equations”, Journal of Functional Analysis, 271, № 5, 2016, 1262