Put price characterisation

[kdmfe]

Dear experts,

I am reading Stochastic Calculus Bk 2.

I am trying to understand the below two concepts:

1. Topic 8.3.3 Analytical Characterization of the Put price on Page351

2. Topic 8.3.4 Probabilistic Characterization of the Put price on Page353

Can someone please help me understand the difference between the above two approaches? I have notes but I am not able to summarize the difference between the approaches, how are those two approaches different.

Thank you

 

[Xerium]

Hey brother, your Q's are probably better sorted for the quant stackexchange

 

[kdmfe]

quant stackexchange website. has blocked me from posting any more questions.
thank you bro for taking time to read my posts.

 

[kdmfe]

Z = Z(T)

All 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...

quantnet.com

Are you able to help me with the above topic. Thank you