Changes of time, stochastic integrals, and weak martingales-Reference-Cited by-同舟云学术

Changes of time, stochastic integrals, and weak martingales

Published:1972 Issue:1 Volume:22 Page:25-32
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Kazamaki N.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00538903.pdf

Reference5 articles.

1. Dambis, K.E.: On the decomposition of continuous submartingales. Theor. Probab. Appl. 10, 438?448 (1965).

2. Doob, J.L.: Stochastic processes. New York: Wiley 1953.

3. Dade, C.D., Meyer, P.A.: Int�grales stochastiques par rapport aux martingales localles, Universit� de Strasbourg, Lecture notes in Mathematics, vol. 124. Berlin-Heidelberg-New York: Springer 1970.

4. Kazamaki, N.: Some properties of martingale integrals. Ann. Inst. Henri Poincar� (to appear).

5. Meyer, P.A.: Probabilit�s et potentiel. Paris: Hermann 1966.

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