Uniform integrability of exponential martingales and SDEs

DOI10.1080/17442509408833916MaRDI QIDQ4849124zbMATH OpenOpenAlexWikidataFDO

Authors M.P.Jerschow

Publication date 26 November 1995

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

Full work available at URL https://doi.org/10.1080/17442509408833916

zbMATH Keywords

existence and uniquenesscontinuity of induced measureslocal continuous martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Recommendations

• scientific article; zbMATH DE number 3903680
• scientific article; zbMATH DE number 1195828
• uniform integrability of an additive martingale and its exponential
• Publication:3210666
• scientific article; zbMATH DE number 4155581
• Exponential integrability of martingales
• scientific article; zbMATH DE number 4039060
• Publication:4938939

Cited in

(6)

• scientific article; zbMATH DE number 4064172 (Why is no real title available?)
• Unified Solutions of Integral Equations of SPRT for Exponential Random Variables
• scientific article; zbMATH DE number 4155581 (Why is no real title available?)
• On Exponential Local Martingales Connected with Diffusion Processes
• scientific article; zbMATH DE number 2134040 (Why is no real title available?)
• Exponential tightness of a family of Skorohod integrals

This page was built for publication: Uniform integrability of exponential martingales and SDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4849124)