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Research sponsored by the U.S. Army Research Office Grant DAAG29-78-G-0186
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Hajek, B., Wong, E. Representation and transformation of two-parameter martingales under a change of measure. Z. Wahrscheinlichkeitstheorie verw Gebiete 54, 313–330 (1980). https://doi.org/10.1007/BF00534349
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DOI: https://doi.org/10.1007/BF00534349