scientific article
From MaRDI portal
Publication:3159179
zbMath1054.60502MaRDI QIDQ3159179
Albert N. Shiryaev, Alexander S. Cherny
Publication date: 15 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exponential martingalesconsistent probability measuresKazamaki's conditionNovikov's conditionupper and lower functions of a Brownian motion
Related Items (3)
On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process ⋮ On the martingale property of certain local martingales ⋮ Uniform integrability of exponential processes
This page was built for publication:
