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Some remarks on integration with respect to weak martingales

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Book cover Processus Aléatoires à Deux Indices

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 863))

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References

  1. R. Cairoli and J.B. Walsh: Stochastic integrals in the plane. Acta Math. 134 pp. 111–183 (1975).

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  2. B. Hajek and E. Wong: Representation and transformation of two-parameter martingales under a change of measure. Memorandum UCB/ERL M79/23 1979.

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  3. N. Kazamaki and T. Sekiguchi: On the transformation of some classes of martingales by a change of law. Tôhoku Math. J. 31 pp. 261–279 (1979).

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  4. C. Stricker and M. Yor: Calcul stochastique dependent d'un parametre. Z. für Wahr. verw. G. pp. 1–24 (1978).

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  5. E. Wong and M. Zakai: Weak martingales and stochastic integrals in the plane. Annals of Probability, pp. 570–586 (1976).

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  6. E. Wong and M. Zakai: Likelihood ratios and transformation of probability associated with two parameter Wiener processes. Z fűr Wahr. verw. G. 40 pp. 283–308 (1977).

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  7. M. Zakai: Some classes of two-parameter martingales. Annals of Probability, to appear.

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Authors and Affiliations

  1. Department of Electrical Engineering, Technion - Israel Institute of Technology, 32000, Haifa, Israel

    Moshe Zakai

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  1. Moshe Zakai
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Hayri Korezlioglu Gerald Mazziotto Jacques Szpirglas

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© 1981 Springer-Verlag

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Zakai, M. (1981). Some remarks on integration with respect to weak martingales. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091098

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  • DOI: https://doi.org/10.1007/BFb0091098

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10832-0

  • Online ISBN: 978-3-540-38718-3

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