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Some remarks on integration with respect to weak martingales

  • Moshe Zakai
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 863)

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References

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    R. Cairoli and J.B. Walsh: Stochastic integrals in the plane. Acta Math. 134 pp. 111–183 (1975).MathSciNetCrossRefzbMATHGoogle Scholar
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    B. Hajek and E. Wong: Representation and transformation of two-parameter martingales under a change of measure. Memorandum UCB/ERL M79/23 1979.Google Scholar
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    N. Kazamaki and T. Sekiguchi: On the transformation of some classes of martingales by a change of law. Tôhoku Math. J. 31 pp. 261–279 (1979).MathSciNetCrossRefzbMATHGoogle Scholar
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    C. Stricker and M. Yor: Calcul stochastique dependent d'un parametre. Z. für Wahr. verw. G. pp. 1–24 (1978).Google Scholar
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    E. Wong and M. Zakai: Weak martingales and stochastic integrals in the plane. Annals of Probability, pp. 570–586 (1976).Google Scholar
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    E. Wong and M. Zakai: Likelihood ratios and transformation of probability associated with two parameter Wiener processes. Z fűr Wahr. verw. G. 40 pp. 283–308 (1977).MathSciNetCrossRefzbMATHGoogle Scholar
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    M. Zakai: Some classes of two-parameter martingales. Annals of Probability, to appear.Google Scholar

Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • Moshe Zakai
    • 1
  1. 1.Department of Electrical EngineeringTechnion - Israel Institute of TechnologyHaifaIsrael

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