14 citations to https://www.mathnet.ru/rus/tvp2902
  1. Kallsen J., Shiryaev A.N., “The cumulant process and Esscher's change of measure”, Finance and Stochastics, 6:4 (2002), 397–428  crossref  mathscinet  zmath  isi
  2. D. O. Kramkov, A. N. Shiryaev, Progress in Mathematics, 168, European Congress of Mathematics, 1998, 289  crossref
  3. M. Jerschow, “Uniform integrability of exponential martingales and SDEs”, Stochastics and Stochastic Reports, 49:3-4 (1994), 139  crossref
  4. Tatsuya Okada, “A criterion for uniform integrability of exponential martingales”, Tohoku Math. J. (2), 34:4 (1982)  crossref
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