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Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-11-03 , DOI: 10.1007/s10959-020-01047-4 B. Chikvinidze 1
中文翻译:
随机指数均匀可积的充要条件
更新日期:2020-11-03
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2020-11-03 , DOI: 10.1007/s10959-020-01047-4 B. Chikvinidze 1
Affiliation
We establish necessary and sufficient conditions for uniform integrability of the stochastic exponential \({{{\mathcal {E}}}}(M)\), where M is a continuous local martingale.
中文翻译:
随机指数均匀可积的充要条件
我们为随机指数\({{{\mathcal {E}}}}(M)\)的均匀可积性建立了充分必要条件,其中M是连续的局部鞅。