Abstract and Applied Analysis

A Note on the Exponential G-Martingale

Yunsheng Lu and Yingying Liu

Full-text: Open access

Abstract

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.

Article information

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

Dates
First available in Project Euclid: 26 February 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1393443620

Digital Object Identifier
doi:10.1155/2013/247307

Mathematical Reviews number (MathSciNet)
MR3147815

Zentralblatt MATH identifier
1291.60074

Citation

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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References

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