The generalization of criteria for the uniform integrability of Brownian stochastic exponentials (Q2859658)
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scientific article; zbMATH DE number 6230095
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| English | The generalization of criteria for the uniform integrability of Brownian stochastic exponentials |
scientific article; zbMATH DE number 6230095 |
Statements
19 November 2013
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stochastic exponentials
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uniform integrability
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exponential martingales
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lower functions
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Brownian motion
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Novikov condition
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Kazamaki condition
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The generalization of criteria for the uniform integrability of Brownian stochastic exponentials (English)
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