Predictable representation of martingale spaces and changes of probability measures
Séminaire de probabilités de Strasbourg, Tome 19 (1985), pp. 278-284
@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},
year = {1985},
publisher = {Springer - Lecture Notes in Mathematics},
volume = {19},
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/