Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (Q2116479)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7491637
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Necessary and sufficient conditions for the uniform integrability of the stochastic exponential |
scientific article; zbMATH DE number 7491637 |
Statements
Necessary and sufficient conditions for the uniform integrability of the stochastic exponential (English)
0 references
17 March 2022
0 references
stochastic exponential
0 references
Girsanov's transformation
0 references
local martingale
0 references
0 references
