Necessary and sufficient conditions for the uniform integrability of the stochastic exponential
Probability
2019-07-12 v1
Abstract
We establish necessary and sufficient conditions for the uniform integrability of the stochastic exponential E(M).
Cite
@article{arxiv.1907.04991,
title = {Necessary and sufficient conditions for the uniform integrability of the stochastic exponential},
author = {Besik Chikvinidze},
journal= {arXiv preprint arXiv:1907.04991},
year = {2019}
}
Comments
15 pages