Talk:Esscher transform

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Typo[edit]

I cannot find the source for it but I think the n in the Bernoulli example should be a 1.

You're right. I've fixed it. Newystats (talk) 06:08, 2 August 2019 (UTC)[reply]

Merge with Exponential Tilting?[edit]

The Escher transform seems to be exactly equivalent to the method of Exponential Tilting. Would it make sense to merge the articles? — Preceding unsigned comment added by Thomasda (talk • contribs) 11:35, 1 March 2021 (UTC)[reply]