其次，介绍测度变换的相关知识。
Then, we briefly introduce some fundamental knowledge of measure transformation.
利用测度变换和鞅方法，得到了其解析形式的定价公式。
Using the measure transformation and martingale method, the price of the analytic form is obtained.
本文讨论非线性随机离散系统状态估值问题的测度变换，推得系统的状态对于观测的条件分布律。
We obtain an explicit formulae for the conditional distribution laws of the state of the dynamical system with respect to the observed data.
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