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Z = Z(T)

  • Thread starter Thread starter kdmfe
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kdmfe

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While reading chapters from Steven Shreve's -Continuous time models., I have seen Radon-Nikodyn Derivative process 'Z' being used to define new probability measure.

One of the condition to use a Radon-Nikodyn Derivative process def is Z=Z(T).

I have not been successful in locating this topic/discussion in Steven Shreve's -Continuous time models (book2).

Can anyone please help me understand this concept.

Thank you
 

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