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Some remarks on integration with respect to weak martingales

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References

  1. R. Cairoli and J.B. Walsh: Stochastic integrals in the plane. Acta Math. 134 pp. 111–183 (1975).

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  2. B. Hajek and E. Wong: Representation and transformation of two-parameter martingales under a change of measure. Memorandum UCB/ERL M79/23 1979.

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  3. 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).

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  5. E. Wong and M. Zakai: Weak martingales and stochastic integrals in the plane. Annals of Probability, pp. 570–586 (1976).

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© 1981 Springer-Verlag

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Zakai, M. (1981). Some remarks on integration with respect to weak martingales. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091098

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  • DOI: https://doi.org/10.1007/BFb0091098

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