Equivalent and absolutely continuous measure changes for jump-diffusion processes

Authors
Patrick Cheridito, Filipovi., Damir Yor, Marc
Citation
Patrick Cheridito, et al., Equivalent and absolutely continuous measure changes for jump-diffusion processes, Annals of applied probability , 15(3), 2005, pp. 1713-1732
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
15
Issue
3
Year of publication
2005
Pages
1713 - 1732
Database
ACNP
SICI code
Abstract
We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.