On optional stopping of some exponential martingales for Lévy processes with or without reflection. (Q1879504): Difference between revisions

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Latest revision as of 10:01, 30 July 2024

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On optional stopping of some exponential martingales for Lévy processes with or without reflection.
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    On optional stopping of some exponential martingales for Lévy processes with or without reflection. (English)
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    22 September 2004
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    exponential change of measure
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    Lévy process
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    local time
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    stopping time
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    Wald martingale
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