Martingale spaces and representations under absolutely continuous changes of probability
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Publication:2332990
DOI10.1214/19-ECP253zbMath1472.60061arXiv1810.12013MaRDI QIDQ2332990
Publication date: 6 November 2019
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.12013
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)
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