uniform integrability of an additive martingale and its exponential

DOI10.1080/17442509008833641zbMATH Open0703.60042OpenAlexW2065363292MaRDI QIDQ3482641FDOQ3482641

Authors: Hiroshi Sato 

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833641

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zbMATH Keywords

exponential martingaleuniformly integrableinfinite product of equivalent probabilities

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Martingales with continuous parameter (60G44) (L^p)-limit theorems (60F25)

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform integrability of exponential martingales and SDEs
• Some remarks on Besov spaces and the wavelet de-noising method

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