Transformation des martingales locales par changement absolument continu de probabilities

DOI10.1007/BF01844873zbMath0339.60045OpenAlexW2019049538WikidataQ56227688 ScholiaQ56227688MaRDI QIDQ4107707

Erik Lenglart

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01844873

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Cites Work

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• Transformation of local martingales under a change of law
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]