Exponential twist of probability measures: Drift correction in term of a generalized gradient

Stochastic Processes and their Applications 2026 Open access

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Authors: Thibaut Bourdais, Nadia Oudjane, Francesco Russo

DOI: 10.1016/j.spa.2026.105064

Cited by: 0

Fields of Study & Subjects

Probability and Risk Models

Publication details

Journal / source: Stochastic Processes and their Applications
Volume: 201
Pages: 105064–105064
Publication date: 4 August 2026
Language: EN