Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics], 2020, Issue 3, Pages 5–13
DOI: https://doi.org/10.26456/vtpmk596 (Mi vtpmk596) 		 
Theory of Probability and Mathematical Statistics

A new sufficient condition for uniform integrability of exponential local martingales

D. Kh. Kazanchyan, V. M. Kruglov

Lomonosov Moscow State University, Moscow
Full-text PDF (375 kB)
References:
PDF
HTML
DOI: https://doi.org/10.26456/vtpmk596
Abstract: In the article it is suggested a new sufficient condition for uniform integrability of continues exponential local martingales. It is shown that the condition is much weaker then a number of known sufficient conditions for uniform integrability of exponential local martingales.
Keywords: uniform integrability, exponential processes, martingales, stopping times, martingales.
Received: 08.08.2020
Revised: 12.10.2020
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: D. Kh. Kazanchyan, V. M. Kruglov, “A new sufficient condition for uniform integrability of exponential local martingales”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2020, no. 3, 5–13
Citation in format AMSBIB
\Bibitem{KazKru20}
\by D.~Kh.~Kazanchyan, V.~M.~Kruglov
\paper A new sufficient condition for uniform integrability of exponential local martingales
\jour Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.]
\yr 2020
\issue 3
\pages 5--13
\mathnet{http://mi.mathnet.ru/vtpmk596}
\crossref{https://doi.org/10.26456/vtpmk596}
\elib{https://elibrary.ru/item.asp?id=44503272}
Linking options:
  • https://www.mathnet.ru/eng/vtpmk596
  • https://www.mathnet.ru/eng/vtpmk/y2020/i3/p5
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics]
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024