Uniform integrability of exponential martingales and SDEs (Q4849124)
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scientific article; zbMATH DE number 800431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform integrability of exponential martingales and SDEs |
scientific article; zbMATH DE number 800431 |
Statements
Uniform integrability of exponential martingales and SDEs (English)
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26 November 1995
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continuity of induced measures
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local continuous martingales
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existence and uniqueness
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