Uniform integrability of continuous exponential martingales
نویسندگان
چکیده
منابع مشابه
Continuous Martingales and Local Martingales
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© Springer-Verlag, Berlin Heidelberg New York, 1976, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impressio...
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ژورنال
عنوان ژورنال: Tohoku Mathematical Journal
سال: 1983
ISSN: 0040-8735
DOI: 10.2748/tmj/1178229055