A technique for exponential change of measure for Markov processes

Z.B. Palmowski, T. Rolski

    Research output: Contribution to journalArticleAcademicpeer-review

    63 Citations (Scopus)
    225 Downloads (Pure)

    Abstract

    No abstract.
    Original languageEnglish
    Pages (from-to)767-785
    Number of pages19
    JournalBernoulli
    Volume8
    Issue number6
    Publication statusPublished - 2002

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