The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential (Q5094572)
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scientific article; zbMATH DE number 7567419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential |
scientific article; zbMATH DE number 7567419 |
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The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential (English)
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3 August 2022
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right continuous filtration
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stochastic exponential
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local martingale
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Girsanov's transformation
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