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The generalization of criteria for the uniform integrability of Brownian stochastic exponentials - MaRDI portal

The generalization of criteria for the uniform integrability of Brownian stochastic exponentials

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Publication:2859658

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zbMATH Open1289.60134MaRDI QIDQ2859658

Publication date: 19 November 2013

Published in: Pure and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motion uniform integrability stochastic exponentials Novikov condition exponential martingales lower functions Kazamaki condition

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

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