Representation and Transformation of Two-Parameter Martingles Under a Change of Measure
Bruce Hajek and Eugene Wong
EECS Department, University of California, Berkeley
Technical Report No. UCB/ERL M79/23
, 1979
http://www2.eecs.berkeley.edu/Pubs/TechRpts/1979/ERL-m-79-23.pdf
BibTeX citation:
@techreport{Hajek:M79/23, Author= {Hajek, Bruce and Wong, Eugene}, Title= {Representation and Transformation of Two-Parameter Martingles Under a Change of Measure}, Year= {1979}, Month= {Apr}, Url= {http://www2.eecs.berkeley.edu/Pubs/TechRpts/1979/28426.html}, Number= {UCB/ERL M79/23}, }
EndNote citation:
%0 Report %A Hajek, Bruce %A Wong, Eugene %T Representation and Transformation of Two-Parameter Martingles Under a Change of Measure %I EECS Department, University of California, Berkeley %D 1979 %@ UCB/ERL M79/23 %U http://www2.eecs.berkeley.edu/Pubs/TechRpts/1979/28426.html %F Hajek:M79/23