Back to Stochastic Calculus

  • Paolo Baldi
Part of the Universitext book series (UTX)


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.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Paolo Baldi
    • 1
  1. 1.Dipartimento di MatematicaUniversità di Roma “Tor Vergata”RomaItaly

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