Abstract and Applied Analysis

A Note on the Exponential G-Martingale

Yunsheng Lu and Yingying Liu

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We get the exponential G-martingale theorem with the Kazamaki condition and tell a distinct difference between the Kazamaki’s and Novikov’s criteria with an example.

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Abstr. Appl. Anal., Volume 2013, Special Issue (2013), Article ID 247307, 6 pages.

First available in Project Euclid: 26 February 2014

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Lu, Yunsheng; Liu, Yingying. A Note on the Exponential G -Martingale. Abstr. Appl. Anal. 2013, Special Issue (2013), Article ID 247307, 6 pages. doi:10.1155/2013/247307. https://projecteuclid.org/euclid.aaa/1393443620

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