uniform integrability of an additive martingale and its exponential (Q3482641): Difference between revisions
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Latest revision as of 18:59, 19 March 2024
scientific article
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English | uniform integrability of an additive martingale and its exponential |
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uniform integrability of an additive martingale and its exponential (English)
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1990
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exponential martingale
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uniformly integrable
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infinite product of equivalent probabilities
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