The finiteness of moments of a stochastic exponential. (Q1423120)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The finiteness of moments of a stochastic exponential. |
scientific article |
Statements
The finiteness of moments of a stochastic exponential. (English)
0 references
14 February 2004
0 references
Stochastic exponential
0 references
Girsanov theorem
0 references
0 references