Übersetzung für 'Girsanov theorem' von Englisch nach Deutsch

Girsanov theorem [also: Girsanov's theorem]

Satz {m} von Girsanowmath.

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Whittaker-Kotelnikow-Shannon sampling theorem <WKS sampling theorem>

WKS-Abtasttheorem {n}electr.

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Kolmogorov-Arnold-Moser theorem <KAM theorem> [also: theorem of Kolmogorov-Arnold-Moser]

Kolmogorow-Arnold-Moser-Theorem {n} <KAM-Theorem>math.

Poincaré-Birkhoff-Witt theorem <PBW theorem>

Satz {m} von Poincaré-Birkhoff-Wittmath.

Cantor-Bernstein-Schroeder theorem <CBS theorem>

Cantor-Bernstein-Schröder'scher Satz / Äquivalenzsatz {m}math.

no free lunch theorem [also: No Free Lunch theorem, no-free-lunch theorem] <NFL theorem>

No-free-Lunch-Theorem {n}math.

theorem

Satz {m}math.

Lehrsatz {m}

Theorem {n}math.

submersion theorem

Satz {m} vom regulären Wertmath.

linearization theorem

Linearisierungs­satz {m} [Satz von Hartman-Grobman]math.

Descartes' theorem

Vier-Kreise-Satz {m} von Descartesmath.

alternation theorem

Alternantensatz {m}math.

reciprocity theorem

Kopplungs­theorem {n} [Reziprozitätstheorem]electr.

envelope theorem

Einhüllenden-Satz {m}econ.math.

Umhüllungs­satz {m}econ.math.

Dinostratus' theorem

Satz {m} des Dinostratosmath.

Desargues' theorem

Satz {m} von Desarguesmath.

decomposition theorem

Zerlegungs­satz {m}math.

Coase theorem

Coase-Theorem {n}econ.

uniqueness theorem

Eindeutigkeitssatz {m}math.

• Local martingales are essential in stochastic analysis (see Itō calculus, semimartingale, and Girsanov theorem).
• In order to write the dynamics of the modeled financial variables under foreign currency pricing measure one has to apply Girsanov theorem leading to a drift term which depends on its volatility, the FX rate volatility (FX rate between the pricing currency and the modeled variable currency) and correlation between both.
• In probability theory, the Girsanov theorem tells how stochastic processes change under changes in measure.
• It is possible that "Y" could be a martingale with respect to one measure but not another one; the Girsanov theorem offers a way to find a measure with respect to which an Itō process is a martingale.