On Hellinger transforms for solutions of martingale problems

B. Grigelionis
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B. Grigelionis: Lithuanian Academy of Sciences, Institute of Mathematics and Informatics

A chapter in Stochastic Processes, 1993, pp 107-116 from Springer

Abstract: Abstract Explicit Feynmann-Kac type formulas are obtained for Hellinger transforms of probability measures corresponding to solutions of martingale problems with jumps.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_13

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DOI: 10.1007/978-1-4615-7909-0_13

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