Sur un théorème de Kazamaki-Sekiguchi
Yan, Jia-An
Séminaire de probabilités de Strasbourg, Tome 17 (1983), p. 121-122 / Harvested from Numdam
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Publié le : 1983-01-01
@article{SPS_1983__17__121_0,
     author = {Yan, Jia-An},
     title = {Sur un th\'eor\`eme de Kazamaki-Sekiguchi},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     volume = {17},
     year = {1983},
     pages = {121-122},
     mrnumber = {770403},
     zbl = {0511.60043},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/SPS_1983__17__121_0}
}

Yan, Jia-An. Sur un théorème de Kazamaki-Sekiguchi. Séminaire de probabilités de Strasbourg, Tome 17 (1983) pp. 121-122. http://gdmltest.u-ga.fr/item/SPS_1983__17__121_0/

[1]. N. Kazamaki et T. Sekiguchi. Uniform integrability of continuous exponential martingales. A paraître, Tôhoku Math. J.. | MR 699931 | Zbl 0519.60043

[2]. -------------------------- . On the transformation of some classes of martingales by a change of law. Tôhoku Math. J. 31, 1979, p. 261-279 | MR 547641 | Zbl 0438.60040