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The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential
Stochastics ( IF 0.8 ) Pub Date : 2021-09-28 , DOI: 10.1080/17442508.2021.1981326 B. Chikvinidze 1, 2
中文翻译:
一般随机指数均匀可积的混合 Novikov-Kazamaki 型条件
更新日期:2021-09-28
Stochastics ( IF 0.8 ) Pub Date : 2021-09-28 , DOI: 10.1080/17442508.2021.1981326 B. Chikvinidze 1, 2
Affiliation
We generalize the well known mixed Novikov–Kazamaki condition and introduce a new type sufficient condition for the uniform integrability of the stochastic exponential with jumps.
中文翻译:
一般随机指数均匀可积的混合 Novikov-Kazamaki 型条件
我们推广了众所周知的混合 Novikov-Kazamaki 条件,并为随机指数与跳跃的均匀可积性引入了一种新的充分条件。