uniform integrability of an additive martingale and its exponential (Q3482641)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | uniform integrability of an additive martingale and its exponential |
scientific article |
Statements
uniform integrability of an additive martingale and its exponential (English)
0 references
1990
0 references
exponential martingale
0 references
uniformly integrable
0 references
infinite product of equivalent probabilities
0 references
