✦ LIBER ✦

Girsanov’s formula for -Brownian motion

✍ Scribed by Osuka, Emi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Comparison theorem, Feynman–Kac formula

✍ Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 322 KB

On Itô s formula for multidimensional Br

✍ Hans Föllmer; Philip Protter 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 121 KB

Itô’s formula for Walsh’s Brownian motio

✍ Hajri, Hatem; Touhami, Wajdi 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 368 KB

Some variations on Kac's formula for Bro

✍ Dudley Paul Johnson 📂 Article 📅 1989 🏛 Springer US 🌐 English ⚖ 101 KB

Tanaka Formula for Multidimensional Brow

✍ H. Uemura 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 157 KB

Tanaka formula for the fractional Browni

✍ Laure Coutin; David Nualart; Ciprian A. Tudor 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 139 KB