Uniform integrability of continuous exponential martingales
type: Item
instance of: scholarly article
title: Uniform integrability of continuous exponential martingales
zbMATH Open document ID: 0519.60043
author: Norihiko Kazamaki
author: Takeshi Sekiguchi
published in: Tôhoku Mathematical Journal. Second Series
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 3822829
zbMATH Keywords: exponential martingales
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2748/tmj/1178229055
OpenAlex ID: W2048077754
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DOI: 10.2748/TMJ/1178229055
description: scientific article; zbMATH DE number 3822829