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A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals

Published Online: 2024-11-04

Published Print: 2025-03

Authors

Hariya, Yuu
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (22K03330)
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Text and Data Mining valid from 2024-11-04

Version of Record valid from 2024-11-04
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Article History

Received: 29 February 2024

Revised: 18 August 2024

Accepted: 20 October 2024

First Online: 4 November 2024

Declarations

:

: The author declares no conflict of interest.

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