The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigu...The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].展开更多
文摘The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].
