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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 94, 2022 - Issue 8
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Research Article

Girsanov theorem for multifractional Brownian processes

Fabian A. Haranga Department of Mathematics, University of Oslo, Oslo, NorwayCorrespondence[email protected]
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,
Torstein K. Nilssenb Department of Mathematics, University of Agder, Kristiansand, NorwayView further author information
&
Frank N. Proskea Department of Mathematics, University of Oslo, Oslo, NorwayView further author information
Pages 1137-1165 | Received 12 Dec 2019, Accepted 04 Jan 2022, Published online: 28 Jan 2022

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