A criterion for uniform integrability of exponential martingales (Q1173335)
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scientific article; zbMATH DE number 3793143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A criterion for uniform integrability of exponential martingales |
scientific article; zbMATH DE number 3793143 |
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A criterion for uniform integrability of exponential martingales (English)
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1982
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Girsanov problem for local martingales
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