Uniform integrability of exponential martingales and SDEs

DOI10.1080/17442509408833916zbMATH Open0827.60033OpenAlexW2037571490WikidataQ126241616 ScholiaQ126241616MaRDI QIDQ4849124FDOQ4849124

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

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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)

Cited In (6)

• Title not available (Why is that?)
• Unified Solutions of Integral Equations of SPRT for Exponential Random Variables
• Title not available (Why is that?)
• On Exponential Local Martingales Connected with Diffusion Processes
• Title not available (Why is that?)
• Exponential tightness of a family of Skorohod integrals

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