Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance

Barbara Forster, Eva Lütkebohmert, Josef Teichmann. Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance. SIAM J. Math. Analysis, 40(5):2132-2153, 2008. [doi]

Abstract

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