On the transformation of some classes of martingales by a change of law (Q1141972)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the transformation of some classes of martingales by a change of law |
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On the transformation of some classes of martingales by a change of law (English)
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1979
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local martingale
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stopping time
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BMO martingale
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