Representation and transformation of two-parameter martingales under a change of measure (Q3897791)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Representation and transformation of two-parameter martingales under a change of measure |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation and transformation of two-parameter martingales under a change of measure |
scientific article |
Statements
Representation and transformation of two-parameter martingales under a change of measure (English)
0 references
1980
0 references
two-parameter martingales
0 references
Radon-Nikodym derivative
0 references
Girsanov's theorem
0 references
0 references
