Abstract
The example above introduces a subtle way of obtaining new processes from old: just change the underlying probability. In this section we develop this idea in full generality, but we shall see that the main ideas are more or less the same as in this example.
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Baldi, P. (2017). Back to Stochastic Calculus. In: Stochastic Calculus. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-62226-2_12
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DOI: https://doi.org/10.1007/978-3-319-62226-2_12
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Online ISBN: 978-3-319-62226-2
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