Predictable representation of martingale spaces and changes of probability measures
Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 278-284
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@article{SPS_1985__19__278_0, author = {Duffie, Darrell}, title = {Predictable representation of martingale spaces and changes of probability measures}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, pages = {278--284}, publisher = {Springer - Lecture Notes in Mathematics}, volume = {19}, year = {1985}, mrnumber = {889488}, zbl = {0562.60055}, language = {en}, url = {http://geodesic.mathdoc.fr/item/SPS_1985__19__278_0/} }
TY - JOUR AU - Duffie, Darrell TI - Predictable representation of martingale spaces and changes of probability measures JO - Séminaire de probabilités de Strasbourg PY - 1985 SP - 278 EP - 284 VL - 19 PB - Springer - Lecture Notes in Mathematics UR - http://geodesic.mathdoc.fr/item/SPS_1985__19__278_0/ LA - en ID - SPS_1985__19__278_0 ER -
%0 Journal Article %A Duffie, Darrell %T Predictable representation of martingale spaces and changes of probability measures %J Séminaire de probabilités de Strasbourg %D 1985 %P 278-284 %V 19 %I Springer - Lecture Notes in Mathematics %U http://geodesic.mathdoc.fr/item/SPS_1985__19__278_0/ %G en %F SPS_1985__19__278_0
Duffie, Darrell. Predictable representation of martingale spaces and changes of probability measures. Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 278-284. http://geodesic.mathdoc.fr/item/SPS_1985__19__278_0/