Uniform integrability of continuous exponential martingales

Norihiko Kazamaki; Takeshi Sekiguchi

doi:10.2748/tmj/1178229055

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Home > Journals > Tohoku Math. J. (2) > Volume 35 > Issue 2 > Article

1983 Uniform integrability of continuous exponential martingales

Norihiko Kazamaki, Takeshi Sekiguchi

Tohoku Math. J. (2) 35(2): 289-301 (1983). DOI: 10.2748/tmj/1178229055

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Tohoku Math. J. (2)

Vol.35 • No. 2 • 1983

Tohoku University, Mathematical Institute

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Norihiko Kazamaki, Takeshi Sekiguchi "Uniform integrability of continuous exponential martingales," Tohoku Mathematical Journal, Tohoku Math. J. (2) 35(2), 289-301, (1983)

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