A new sufficient condition for uniform integrability of stochastic exponentials (Q2974883)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new sufficient condition for uniform integrability of stochastic exponentials |
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A new sufficient condition for uniform integrability of stochastic exponentials (English)
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11 April 2017
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stochastic exponential
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Girsanov transformation
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backward stochastic differential equation
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