uniform integrability of an additive martingale and its exponential

DOI10.1080/17442509008833641MaRDI QIDQ3482641zbMATH OpenOpenAlexFDO

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

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)

• scientific article; zbMATH DE number 4064172 (Why is no real title available?)
• scientific article; zbMATH DE number 1475035 (Why is no real title available?)
• scientific article; zbMATH DE number 4039060 (Why is no real title available?)
• scientific article; zbMATH DE number 123655 (Why is no real title available?)
• scientific article; zbMATH DE number 140548 (Why is no real title available?)
• Uniform integrability of exponential martingales and SDEs
• Some remarks on Besov spaces and the wavelet de-noising method

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