关于Brown随机指数一致可积性条件的推广The generalization of criteria for the uniform integrability of Brownian stochastic exponentials
李军;
摘要(Abstract):
利用Brown运动的下函数,推广了随机指数一致可积性的判定条件,进而改进了Novikov条件和Kazamaki条件.
关键词(KeyWords): 随机指数;指数鞅的一致可积性;Brown运动的下函数;Novikov条件;Kazamaki条件
基金项目(Foundation): 国家自然科学基金(11061032)
作者(Authors): 李军;
参考文献(References):
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