A Note on the Exponential G-Martingale
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-24
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
We get the exponential G-martingale theorem with the Kazamaki condition and tell a distinct difference between the Kazamaki’s and Novikov’s criteria with an example.
American Psychological Association (APA)
Lu, Yunsheng& Liu, Yingying. 2013. A Note on the Exponential G-Martingale. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-457083
Modern Language Association (MLA)
Lu, Yunsheng& Liu, Yingying. A Note on the Exponential G-Martingale. Abstract and Applied Analysis No. 2013 (2013), pp.1-6.
https://search.emarefa.net/detail/BIM-457083
American Medical Association (AMA)
Lu, Yunsheng& Liu, Yingying. A Note on the Exponential G-Martingale. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-6.
https://search.emarefa.net/detail/BIM-457083
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-457083
