Uniform integrability of exponential martingales and SDEs

DOI10.1080/17442509408833916zbMath0827.60033OpenAlexW2037571490WikidataQ126241616 ScholiaQ126241616MaRDI QIDQ4849124

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)

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