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
April 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},
    Institution = {EECS Department, University of California, Berkeley},
    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