30 citations · 80 across the 11 of their papers we have counts for
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math.PR2011★ 4 cited
Stochastic derivatives and generalized h-transforms of Markov processes
Christian Léonard
Let be a continuous-time Markov process on the time interval with values in some state space . We transform this reference process into $P:=f(X_0)\exp (-\int_0^1…
math.PR2011
Girsanov theory under a finite entropy condition
Christian Léonard
This paper is about Girsanov's theory. It (almost) doesn't contain new results but it is based on a simplified new approach which takes advantage of the (weak) extra requirement th…