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Structure of martingales under random change of time

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Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 25))

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References

  1. Föllmer, H., On the representation of semi-martingales, The Annals of Probability, 1973, Vol. 1, No. 4, 580–589

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  2. Airault, H., Föllmer, H., Relative Densities of Semimartingales, Inventions Math. 27, 1974, 299–327

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Authors
  1. H. J. Fischer
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Bronius Grigelionis

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© 1980 Springer-Verlag

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Fischer, H.J. (1980). Structure of martingales under random change of time. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004013

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  • DOI: https://doi.org/10.1007/BFb0004013

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10498-8

  • Online ISBN: 978-3-540-38503-5

  • eBook Packages: Springer Book Archive

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