gordina.rockner.ea:20:ornstein-uhlenbeck¶
BibTeX Entry:
@article{gordina.rockner.ea:20:ornstein-uhlenbeck,
author = {Gordina, Maria and R\"{o}ckner, Michael and Teplyaev, Alexander},
doi = {10.1007/s00440-020-00991-w},
fjournal = {Probability Theory and Related Fields},
issn = {0178-8051},
journal = {Probab. Theory Related Fields},
mrclass = {60H10 (35R15 47D07 47N30 60H15)},
mrnumber = {4168390},
mrreviewer = {Stefan Tappe},
number = {3-4},
pages = {861--891},
title = {Ornstein-{U}hlenbeck processes with singular drifts: integral estimates and {G}irsanov densities},
url = {https://doi.org/10.1007/s00440-020-00991-w},
volume = {178},
year = {2020}
}