The transformation theorem for two-parameter pure jump martingales

DOI10.1007/BF01198787zbMATH Open0725.60043OpenAlexW2058001512MaRDI QIDQ2277658FDOQ2277658

Authors: P. Imkeller 

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1007/bf01198787

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zbMATH Keywords

stochastic integratorsgeneral transformation formulamartingale of pure jump type

Mathematics Subject Classification ID

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

Cites Work

• Calcul stochastique et problèmes de martingales
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Cited In (3)

• Martingale field transformations under a change of probability measure
• Title not available (Why is that?)
• On the transformation of martingales with a two dimensional parameter set by convex functions

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