Transformation des martingales locales par changement absolument continu de probabilities
- 1 March 1977
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 39 (1) , 65-70
- https://doi.org/10.1007/bf01844873
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Caractéristiques locales et conditions de continuité absolue pour les semi-martingalesProbability Theory and Related Fields, 1976
- Transformation of Local Martingales Under a Change of LawThe Annals of Probability, 1974
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960