A Note on the Exponential G-Martingale

Yunsheng Lu; Yingying Liu

doi:10.1155/2013/247307

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Home > Journals > Abstr. Appl. Anal. > Volume 2013 > Issue SI34 > Article

2013 A Note on the Exponential G-Martingale

Yunsheng Lu, Yingying Liu

Abstr. Appl. Anal. 2013(SI34): 1-6 (2013). DOI: 10.1155/2013/247307

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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.