On the Representation Theorem for the Stochastic Differential eq Uations with Fractional Brownian Motion and Jump by Probabili ty Measures Transform

Authors: Kim Ju Gyong,Ju Kwang Son

In this paper we prove Girsanov theorem for fractional Brownian motion and jump measures and consider representation form for the stochastic differential equations in transfer Probability space.

Comments: 7 Pages.

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Submission history

[v1] 2018-04-11 22:04:50

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