uniform integrability of an additive martingale and its exponential (Q3482641)
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scientific article; zbMATH DE number 4153597
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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)
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1990
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exponential martingale
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uniformly integrable
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infinite product of equivalent probabilities
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