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5. CHARACTERISING THE PATH-INDEPENDENCE OF GIRSANOV TRANSFORMATION FOR SDES WITH JUMPS

CHARACTERISING THE PATH-INDEPENDENCE OF GIRSANOV TRANSFORMATION FOR SDES WITH JUMPS

来源 :The 11th Workshop on Markov Processes and Related topics(第十一 | 被引量 : 0次 | 上传用户：a1133e43

【摘 要】

：

　　In this talk,I will present our recent progress on characterising the pathindependence of the Girsanov transformation for SDEs with jumps.Extension to stoch

【作 者】

：

HuijieQiao[1]Jiang-LunWU[2] 

【机 构】

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Southeast University,Nanjing,China

【出 处】

：

The 11th Workshop on Markov Processes and Related topics(第十一

【发表日期】

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2015年期

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　　In this talk,I will present our recent progress on characterising the pathindependence of the Girsanov transformation for SDEs with jumps.Extension to stochastic evolution equations with jumps in Hilbert spaces will be discussed brie y.The talk is based on two joint papers with Huijie Qiao.

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