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| Chapter title |
The Radically Elementary Girsanov Theorem and the Diffusion Invariance Principle
|
|---|---|
| Chapter number | 4 |
| Book title |
Stochastic Calculus with Infinitesimals
|
| Published by |
Springer, Berlin, Heidelberg, January 2013
|
| DOI | 10.1007/978-3-642-33149-7_4 |
| Book ISBNs |
978-3-64-233148-0, 978-3-64-233149-7
|
| Authors |
Frederik S. Herzberg, Herzberg, Frederik S. |