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An exponential martingale equation

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Publication:850341
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DOI10.1214/ECP.v11-1220zbMath1112.60035MaRDI QIDQ850341

Revaz Tevzadze, Michael Mania

Publication date: 3 November 2006

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127423



Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (2)

Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs ⋮ New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations




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