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    Statements

    author
    Albert N. Shiryaev
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    Alexander S. Cherny
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    publication date
    15 February 2005
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    zbMATH Keywords
    exponential martingales
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    Novikov's condition
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    Kazamaki's condition
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    consistent probability measures
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    upper and lower functions of a Brownian motion
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    Identifiers

    zbMATH DE Number
    2134040
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