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zbMath0497.60041MaRDI QIDQ3962254

Norihiko Kazamaki, Takeshi Sekiguchi

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

local martingale Girsanov problem criteria for uniform integrability

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

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