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Pfl�gers Archiv European Journal of Physiology, 2001
Ivana Novak, Bettina C. Christoffersen
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Ivana Novak, Bettina C. Christoffersen
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2019
The transformation of Wiener's process ??t in ???m is considered by using the multiplicative functional ??t=u(??t)/u(??0), where the function u is similar to a local time type functional on a surface. It is proved that such a transformation is equivalent to a successive application of absolutely continuous change of measure and killing on a surface.
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The transformation of Wiener's process ??t in ???m is considered by using the multiplicative functional ??t=u(??t)/u(??0), where the function u is similar to a local time type functional on a surface. It is proved that such a transformation is equivalent to a successive application of absolutely continuous change of measure and killing on a surface.
openaire +1 more source

