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Teoriya Veroyatnostei i ee Primeneniya, 2024, Volume 69, Issue 4, Pages 780–790
DOI: https://doi.org/10.4213/tvp5742 (Mi tvp5742) 		 
Short Communications

Uniform integrability of nonnegative supermartingales via change of time in geometric Brownian motion

A. A. Gushchin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
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DOI: https://doi.org/10.4213/tvp5742
Funding agency Grant number
Russian Science Foundation 23-11-00375
Received: 31.07.2024
Accepted: 31.07.2024
Document Type: Article
Language: Russian
Citation: A. A. Gushchin, “Uniform integrability of nonnegative supermartingales via change of time in geometric Brownian motion”, Teor. Veroyatnost. i Primenen., 69:4 (2024), 780–790
Citation in format AMSBIB
\Bibitem{Gus24}
\by A.~A.~Gushchin
\paper Uniform integrability of nonnegative supermartingales via change of time in geometric Brownian motion
\jour Teor. Veroyatnost. i Primenen.
\yr 2024
\vol 69
\issue 4
\pages 780--790
\mathnet{http://mi.mathnet.ru/tvp5742}
\crossref{https://doi.org/10.4213/tvp5742}
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