| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7550015 | Stochastic Processes and their Applications | 2018 | 19 Pages |
Abstract
Our proofs rely on various techniques for showing the martingale property of stochastic exponentials.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Andreas Basse-O'Connor, Mikkel Slot Nielsen, Jan Pedersen,