A criterion for uniform integrability of exponential martingales (Q1173335): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.2748/tmj/1178229151 / rank | |||
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| Property / OpenAlex ID: W1996179610 / rank | |||
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| Property / cites work: On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures / rank | |||
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| Property / cites work: On a problem of Girsanov / rank | |||
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| Property / cites work: On an Identity for Stochastic Integrals / rank | |||
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Latest revision as of 16:49, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A criterion for uniform integrability of exponential martingales |
scientific article |
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A criterion for uniform integrability of exponential martingales (English)
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1982
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Girsanov problem for local martingales
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