arXiv Open Access 2019

Necessary and sufficient conditions for the uniform integrability of the stochastic exponential

Besik Chikvinidze

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Abstrak

We establish necessary and sufficient conditions for the uniform integrability of the stochastic exponential E(M).

Topik & Kata Kunci

math.PR

Penulis (1)

Besik Chikvinidze

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APA MLA BibTeX

Chikvinidze, B. (2019). Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. https://arxiv.org/abs/1907.04991

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Informasi Jurnal

Tahun Terbit: 2019
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓