In the Vinony graph
Vinony's link graph records 210 inbound references to Girsanov theorem, and connects out to martingale, derivative and Markov chain.
Vinony files it under Mathematical finance, Mathematical theorems and Stochastic processes.
Vinony links it to 10 Wikipedia language editions.
Wikidata facts
- Instance of
- theorem
- Part of
- list of theorems
Show 3 more facts
- discoverer or inventor
- Igor Girsanov
- solved by
- Igor Girsanov
- maintained by WikiProject
- WikiProject Mathematics
Sources (2)
via Wikidata · CC0
Connections
martingale
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derivative
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Markov chain
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stochastic process
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time series
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mathematical finance
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càdlàg function
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Itō calculus
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risk-neutral measure
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optional stopping theorem
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filtration
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quadratic variation
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statistics
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probability theory
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