A criterion for uniform integrability of exponential martingales (Q1173335)

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A criterion for uniform integrability of exponential martingales
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    title
    A criterion for uniform integrability of exponential martingales (English)
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    author
    Tatsuya Okada
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    publication date
    1982
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    Mathematics Subject Classification ID
    60G44
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    60G40
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    60G48
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    zbMATH DE Number
    3793143
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    zbMATH Keywords
    Girsanov problem for local martingales
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