Exponential integrability of Itô's processes
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Publication:2389270
DOI10.1016/j.jmaa.2009.05.006zbMath1168.60020OpenAlexW2039889596MaRDI QIDQ2389270
Publication date: 15 July 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.05.006
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Diffusion processes (60J60)
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