Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (Q2116479)
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scientific article
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| English | Necessary and sufficient conditions for the uniform integrability of the stochastic exponential |
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Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (English)
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17 March 2022
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stochastic exponential
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Girsanov's transformation
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local martingale
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