@article{c94b9e2ec44a4be2a70a63a96dd5cbb9,
title = "Exponential Martingales and Changes of Measure for Counting Processes",
keywords = "Counting process, Exponential martingale, Girsanov, Intensity, Uniform integrability",
author = "Alexander Sokol and Hansen, {Niels Richard}",
year = "2015",
month = sep,
day = "3",
doi = "10.1080/07362994.2015.1040890",
language = "English",
volume = "33",
pages = "823--843",
journal = "Stochastic Analysis and Applications",
issn = "0736-2994",
publisher = "Taylor & Francis",
number = "5",
}