RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
General information
Latest issue
Archive
Impact factor
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Uspekhi Mat. Nauk:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Uspekhi Mat. Nauk, 2018, Volume 73, Issue 1(439), Pages 179–180 (Mi umn9808)  

Brief Communications

On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

A. N. Shiryaev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Funding Agency Grant Number
Russian Science Foundation 14-21-00162
This work was supported by the Russian Science Foundation under grant no. 14-21-00162.


DOI: https://doi.org/10.4213/rm9808

Full text: PDF file (379 kB)
First page: PDF file
References: PDF file   HTML file

English version:
Russian Mathematical Surveys, 2018, 73:1, 169–171

Bibliographic databases:

Document Type: Article
MSC: 60J65
Received: 05.12.2017

Citation: A. N. Shiryaev, “On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem”, Uspekhi Mat. Nauk, 73:1(439) (2018), 179–180; Russian Math. Surveys, 73:1 (2018), 169–171

Citation in format AMSBIB
\Bibitem{Shi18}
\by A.~N.~Shiryaev
\paper On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem
\jour Uspekhi Mat. Nauk
\yr 2018
\vol 73
\issue 1(439)
\pages 179--180
\mathnet{http://mi.mathnet.ru/umn9808}
\crossref{https://doi.org/10.4213/rm9808}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3749621}
\adsnasa{http://adsabs.harvard.edu/cgi-bin/bib_query?2018RuMaS..73..169S}
\elib{http://elibrary.ru/item.asp?id=32428122}
\transl
\jour Russian Math. Surveys
\yr 2018
\vol 73
\issue 1
\pages 169--171
\crossref{https://doi.org/10.1070/RM9808}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000432856400005}
\scopus{http://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85047274437}


Linking options:
  • http://mi.mathnet.ru/eng/umn9808
  • https://doi.org/10.4213/rm9808
  • http://mi.mathnet.ru/eng/umn/v73/i1/p179

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Успехи математических наук Russian Mathematical Surveys
    Number of views:
    This page:166
    References:16
    First page:34

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2018