A criterion for uniform integrability of exponential martingales
Okada, Tatsuya
Tohoku Math. J. (2), Tome 34 (1982) no. 4, p. 495-498 / Harvested from Project Euclid
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Publié le : 1982-05-14
Classification:  60G44 
@article{1178229151,
     author = {Okada, Tatsuya},
     title = {A criterion for uniform integrability of exponential martingales},
     journal = {Tohoku Math. J. (2)},
     volume = {34},
     number = {4},
     year = {1982},
     pages = { 495-498},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1178229151}
}

Okada, Tatsuya. A criterion for uniform integrability of exponential martingales. Tohoku Math. J. (2), Tome 34 (1982) no. 4, pp.  495-498. http://gdmltest.u-ga.fr/item/1178229151/