Transformation of local martingales under a change of law

DOI10.1214/aop/1176996554zbMath0321.60040OpenAlexW2053073929MaRDI QIDQ1223679

Eugene Wong, Jan H. van Schuppen

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996554

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25)

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