Absolute continuity under time shift of trajectories and related stochastic calculus / Jörg-Uwe Löbus.

The text is concerned with a class of two-sided stochastic processes of the form X=W+A. Here W is a two-sided Brownian motion with random initial data at time zero and A\equiv A(W) is a function of W. Elements of the related stochastic calculus are introduced. In particular, the calculus is adjusted...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Löbus, Jörg-Uwe (Author)
Format:	eBook
Language:	English
Published:	Providence, Rhode Island : American Mathematical Society, 2017.
Series:	Memoirs of the American Mathematical Society ; no. 1185.
Subjects:	Continuity. Stochastic processes. Jump processes.