On the transformation of some classes of martingales by a change of law
Kazamaki, Norihiko ; Sekiguchi, Takeshi
Tohoku Math. J. (2), Tome 31 (1979) no. 4, p. 261-279 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Publié le : 1979-05-14
Classification:  60G44 
@article{1178229794,
     author = {Kazamaki, Norihiko and Sekiguchi, Takeshi},
     title = {On the transformation of some classes of martingales by a change of law},
     journal = {Tohoku Math. J. (2)},
     volume = {31},
     number = {4},
     year = {1979},
     pages = { 261-279},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178229794}
}

Kazamaki, Norihiko; Sekiguchi, Takeshi. On the transformation of some classes of martingales by a change of law. Tohoku Math. J. (2), Tome 31 (1979) no. 4, pp.  261-279. http://gdmltest.u-ga.fr/item/1178229794/