Journal
ANNALS OF APPLIED PROBABILITY
Volume 15, Issue 3, Pages 1713-1732Publisher
INST MATHEMATICAL STATISTICS-IMS
DOI: 10.1214/105051605000000197
Keywords
change of measure; jump-diffusion processes; equivalent measure; absolutely continuous measure; carre-du-champ operator
Categories
Ask authors/readers for more resources
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.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
