An elementary proof of a theorem of Novikov on exponential martingales

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概要

• 論文の詳細を見る
• 富山大学の論文

著者

• Kazamaki Norihiko

  Department Of Mathematics Faculty Of Science Toyama University

関連論文

• Martingale inequalities for ratios of the maximal function and the square function
• A sufficient condition for the uniform integrability of exponential martingales
• A remark on a weighted norm inequality for martingales
• Two remarks on the class of bounded continuous martingales
• An elementary proof of a theorem of Novikov on exponential martingales
• A remark on L^∞ in the space of BMO-martingales
• On the reverse Holder inequality for a continuous exponential martingale
• A property of BMO-martingales
• Remarks on a criterion for the uniform integrability of positive local martingales
• Exponential martingales and H^1

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