A new proof for the conditions of Novikov and Kazamaki
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Publication:1933593
DOI10.1016/j.spa.2012.09.011zbMath1282.60048arXiv1111.5583OpenAlexW2155027369MaRDI QIDQ1933593
Publication date: 24 January 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.5583
Bessel processuniform integrabilitylocal martingalestochastic exponentialFöllmer's measurelower function
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