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

Besik Chikvinidze

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arXiv · 1907.04991

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

Besik Chikvinidze

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Abstract

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

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Besik Chikvinidze. 2019-07-11. Necessary and sufficient conditions for the uniform integrability of the stochastic exponential. https://arxiv.org/abs/1907.04991

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