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In this talk,I will present our recent progress on characterising the path-independence of the Girsanov transformation for SDEs with jumps.
CHARACTERISING THE PATH-INDEPENDENCE OF GIRSANOV TRANSFORMATION FOR SDES WITH JUMPS
【摘 要】
：
In this talk,I will present our recent progress on characterising the path-independence of the Girsanov transformation for SDEs with jumps.
【机 构】
：
SoutheastUniversity,Nanjing,ChinaSwanseaUniversity,Swansea,UK
【出 处】
：
The 11th Workshop on Markov Processes and Related Topics(第十一
【发表日期】
：
2015年6期
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