Martingale field transformations under a change of probability measure

DOI10.1007/BF01060694zbMATH Open0688.60036MaRDI QIDQ4207435

Yuliya S. Mishura

Publication date: 1989

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

transformation of probability measuretwo-parameter martingale

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Related Items (1)

The transformation theorem for two-parameter pure jump martingales

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