@inbook{ec2abd19e3ed49e0976b67bea1c730e6,
title = "Change of Probability and Martingale Representation",
abstract = "The main result is here the so-called Girsanov theorem that is useful for constructing equivalent probabilities. In the Brownian case, we mention the representation of Brownian martingales as stochastic integrals. The case of the fractional Brownian motion is also considered.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_7",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "233--257",
booktitle = "Bocconi and Springer Series",
}