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References
N. Kazamaki et T. Sekiguchi. Uniform integrability of continuous exponential martingales. A paraître, Tôhoku Math. J..
—. On the transformation of some classes of martingales by a change of law. Tôhoku Math. J. 31, 1979, p. 261–279
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© 1983 Springer-Verlag
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Yan, J.A. (1983). Sur un theoreme de Kazamaki-Sekiguchi. In: Azéma, J., Yor, M. (eds) Séminaire de Probabilités XVII 1981/82. Lecture Notes in Mathematics, vol 986. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068306
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DOI: https://doi.org/10.1007/BFb0068306
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