A criterion for uniform integrability of exponential martingales
Open Access
- 1 January 1982
- journal article
- Published by Mathematical Institute, Tohoku University in Tohoku Mathematical Journal
- Vol. 34 (4) , 495-498
- https://doi.org/10.2748/tmj/1178229151
Abstract
Project Euclid - mathematics and statistics onlineKeywords
This publication has 5 references indexed in Scilit:
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- On Conditions for Uniform Integrability of Continuous Non-Negative MartingalesTheory of Probability and Its Applications, 1980
- On a problem of GirsanovTohoku Mathematical Journal, 1977
- On an Identity for Stochastic IntegralsTheory of Probability and Its Applications, 1973
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960