arXiv · 1912.13166
An extension of the Jacod's condition
Abstract
We generalize Jacod's condition and introduce a new type sufficient condition for the uniform integrability of the general stochastic exponential.
Explore related subjects
Keep this discovery
Besik Chikvinidze. 2019-12-31. An extension of the Jacod's condition. https://arxiv.org/abs/1912.13166
Cite the original work for its findings. Save a collection to share your selection of sources.