Abstract
We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.
Citation
Patrick Cheridito. Damir Filipović. Marc Yor. "Equivalent and absolutely continuous measure changes for jump-diffusion processes." Ann. Appl. Probab. 15 (3) 1713 - 1732, August 2005. https://doi.org/10.1214/105051605000000197
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