Tohoku Mathematical Journal

On transforming the class of {BMO}-martingales by a change of law

Norihiko Kazamaki

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Tohoku Math. J. (2), Volume 31, Number 2 (1979), 117-125.

First available in Project Euclid: 3 May 2007

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G42: Martingales with discrete parameter
Secondary: 60G46: Martingales and classical analysis


Kazamaki, Norihiko. On transforming the class of {BMO}-martingales by a change of law. Tohoku Math. J. (2) 31 (1979), no. 2, 117--125. doi:10.2748/tmj/1178229832.

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