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Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations Journal article
Statistics and Probability Letters,2018, volume: 133, pages: 71-79
Authors:  Wu, Bo;  Wu, Jianglun
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Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps Journal article
Statistics and Probability Letters,2016, volume: 119, pages: 326-333
Authors:  Qiao, Huijie;  Wu, Jianglun
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