|
|||||
|
|
Uniform and L^r-Integrability of Exponential Martingales |
|
| Authors: | Yan Jiaan |
| Institution: | Institute of Appliedd Mathematics,Academic Sinica |
| Abstract: | In this note we improve two conditions given by Lepingle and Memin^3,4] for the uniform integrability of exponential martingales,and given some conditions for their L^r-integrability. |
| Keywords: | |
| 点击此处可从《数学年刊B辑(英文版)》浏览原始摘要信息 | |
| 点击此处可从《数学年刊B辑(英文版)》下载免费的PDF全文 | |