uniform integrability of an additive martingale and its exponential (Q3482641)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:3482641 |
scientific article; zbMATH DE number 4153597
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | uniform integrability of an additive martingale and its exponential |
scientific article; zbMATH DE number 4153597 |
Statements
uniform integrability of an additive martingale and its exponential (English)
0 references
1990
0 references
exponential martingale
0 references
uniformly integrable
0 references
infinite product of equivalent probabilities
0 references
