Representation and transformation of two-parameter martingales under a change of measure (Q3897791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation and transformation of two-parameter martingales under a change of measure |
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Representation and transformation of two-parameter martingales under a change of measure (English)
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1980
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two-parameter martingales
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Radon-Nikodym derivative
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Girsanov's theorem
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