Trutnau, Gerald Multidimensional skew reflected diffusions. (English) Zbl 1124.60062 Hida, Takeyuki (ed.), Stochastic analysis: classical and quantum. Perspectives of white noise theory. Papers from the conference, Nagoya, Japan, November 1–5, 2004. Hackensack, NJ: World Scientific (ISBN 981-256-526-4/hbk). 228-244 (2005). MSC: 60J60 60J55 31C15 31C25 PDF BibTeX XML Cite \textit{G. Trutnau}, in: Stochastic analysis: classical and quantum. Perspectives of white noise theory. Papers from the conference, Nagoya, Japan, November 1--5, 2004. Hackensack, NJ: World Scientific. 228--244 (2005; Zbl 1124.60062) OpenURL
Kallsen, Jan; Shiryaev, Albert N. The cumulant process and Esscher’s change of measure. (English) Zbl 1035.60042 Finance Stoch. 6, No. 4, 397-428 (2002). Reviewer: M. P. Moklyachuk (Kyïv) MSC: 60G48 91B24 PDF BibTeX XML Cite \textit{J. Kallsen} and \textit{A. N. Shiryaev}, Finance Stoch. 6, No. 4, 397--428 (2002; Zbl 1035.60042) Full Text: DOI Link OpenURL