Transformation of Local Martingales Under a Change of Law

Jan H. Van Schuppen and Eugene Wong

EECS Department
University of California, Berkeley
Technical Report No. UCB/ERL M385
March 1974

http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/ERL-m-385.pdf

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BibTeX citation:

@techreport{Schuppen:M385,
    Author = {Schuppen, Jan H. Van and Wong, Eugene},
    Title = {Transformation of Local Martingales Under a Change of Law},
    Institution = {EECS Department, University of California, Berkeley},
    Year = {1974},
    Month = {Mar},
    URL = {http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28737.html},
    Number = {UCB/ERL M385}
}

EndNote citation:

%0 Report
%A Schuppen, Jan H. Van
%A Wong, Eugene
%T Transformation of Local Martingales Under a Change of Law
%I EECS Department, University of California, Berkeley
%D 1974
%@ UCB/ERL M385
%U http://www2.eecs.berkeley.edu/Pubs/TechRpts/1974/28737.html
%F Schuppen:M385