A note on the exponential \(G\)-martingale (Q2015263)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the exponential \(G\)-martingale |
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A note on the exponential \(G\)-martingale (English)
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23 June 2014
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Summary: We get the exponential \(G\)-martingale theorem with the Kazamaki condition and tell a distinct difference between the Kazamaki's and Novikov's criteria with an example.
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