A remark on a problem of Girsanov
Séminaire de probabilités de Strasbourg (1978)
- Volume: 12, page 47-50
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topKazamaki, Norihiko. "A remark on a problem of Girsanov." Séminaire de probabilités de Strasbourg 12 (1978): 47-50. <http://eudml.org/doc/113169>.
@article{Kazamaki1978,
author = {Kazamaki, Norihiko},
journal = {Séminaire de probabilités de Strasbourg},
language = {eng},
pages = {47-50},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A remark on a problem of Girsanov},
url = {http://eudml.org/doc/113169},
volume = {12},
year = {1978},
}
TY - JOUR
AU - Kazamaki, Norihiko
TI - A remark on a problem of Girsanov
JO - Séminaire de probabilités de Strasbourg
PY - 1978
PB - Springer - Lecture Notes in Mathematics
VL - 12
SP - 47
EP - 50
LA - eng
UR - http://eudml.org/doc/113169
ER -
References
top- [1]. I.V. Girsanov, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Teor.Veroyatnost i.Primen5, 314-330 (1960) Zbl0100.34004MR133152
- [2]. N. Kazamaki and T. Sekiguchi, A property of BMO-martingales, (in preparation). Zbl0671.60046
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