Sur un théorème de Kazamaki-Sekiguchi
Séminaire de probabilités de Strasbourg (1983)
- Volume: 17, page 121-122
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top- [1]. N. Kazamaki et T. Sekiguchi. Uniform integrability of continuous exponential martingales. A paraître, Tôhoku Math. J.. Zbl0519.60043MR699931
- [2]. -------------------------- . On the transformation of some classes of martingales by a change of law. Tôhoku Math. J.31, 1979, p. 261-279 Zbl0438.60040MR547641