References
- Dellacherie , C. 1972 . Capacities and Random Processes Capacites et Processus Stochastiques , Berlin : Springer-Verlag .
- Doleans-Dade , C. 1970 . Quelques applications de la formule de changement de variables pour les semi-martingales . Z.Wahrscheinlichkeitstheorie verw. Geb , 16 : 181 – 194 .
- C.Doleans , Dade and Meyer , P.A. 1970 . “ Integrales stochastiques par rapport aux martingales locales ” . In Lecture Notes in Mathematics , Vol. 124 , 77 – 107 . Berlin : Springer-Verlag .
- Girsanov , V. 1960 . On transformation of a class of random processes by absolutely continuous substitution of measure . Theory Prob. Appl , 3 : 314 – 330 .
- Grigelionis , B. 1977 . On the martingale characterization of stochastic processes with independent increments . Liet. Matem. Rink , 17 : 75 – 86 .
- Hadziev , D. I. and Meyer , P.A. 1977 . Martingale methods in the theory of point processes and optimal estimating , Moscow University .
- Hadziev , I. 1978 . On the structure of Gaussian martingales . Serdica , 4 : 224 – 231 .
- Hitsuda , M. 1968 . Representation of Gaussian processes equivalent to Wiener process . OsakaJ. Math , 5 : 299 – 312 .
- Yu , M. Kabanov , Liptser , R.S. and Shiryaev , A. N. 1979 . Absolute continuity and singularity of locally absolutely continuous probability distributions II . Math.Sbornik , 108 ( 150 ) : 34 – 61 .
- Liptser , R.S. 1975 . Gaussian martingales and generalization of Kalman-Bucy filter . TheoryProb.Appl , 20 ( 150 ) : 292 – 308 .
- Liptser , R.S. and Shiryaev , A.N. 1974 . Statistics of Random Processes , Vol. 1977, 1978 , Moscow : Nauka . English transl., Springer-Verlag
- Meyer , P.A. 1966 . Probability and Potentials , Waltham , Mass : Blaisdell .
- Yu , A. Rozanov . 1962 . On the density of Gaussian measure with respect to another . Theory Prob. Appl , 7 : 82 – 87 .