A.A.AL-Ta, D., aii, , Youssif Hussein, D., Noori.A.AL-Mayahi, D. (2008). Equivalent Martingale Measures on L0-space. , 8(1), 249-253.
Dr. A.A.AL-Ta; aii; Dr.Boushra Youssif Hussein; Dr. Noori.A.AL-Mayahi. "Equivalent Martingale Measures on L0-space". , 8, 1, 2008, 249-253.
A.A.AL-Ta, D., aii, , Youssif Hussein, D., Noori.A.AL-Mayahi, D. (2008). 'Equivalent Martingale Measures on L0-space', , 8(1), pp. 249-253.
A.A.AL-Ta, D., aii, , Youssif Hussein, D., Noori.A.AL-Mayahi, D. Equivalent Martingale Measures on L0-space. , 2008; 8(1): 249-253.

Equivalent Martingale Measures on L0-space

journal of al-qadisiyah for pure science(quarterly)
Article 1, Volume 8, Issue 1, 2008, Pages 249-253    PDF (0 K)
Authors
Dr. A.A.AL-Ta; ; Dr.Boushra Youssif Hussein; Dr. Noori.A.AL-Mayahi
Abstract
Suppose that (Xt)tI is an adapted sequence of d-dimensional random variable defined on some filtered probability space (,F,{Ft}tI,,P).

In this paper we obtain conditions which are necessary and sufficient for the existence of a probability measure Q to P (which we call an equivalent -measure) such that each of the d component sequence of (Xt)tI has a prescribed martingale property with respect to Q.This problem have been solved in L0-space with respect to -norm topology
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