Browse by: Author name - Classification - Keywords - Nature

XVI: 29, 338-347, LNM 920 (1982)
YAN, Jia-An
À propos de l'intégrabilité uniforme des martingales exponentielles (Martingale theory)
Sufficient conditions are given for the uniform integrability of the exponential ${\cal E}(M)$, where $M$ is a local martingale with jumps $\ge-1$, refining older results of Lépingle and Mémin, and of the author. They involve the Lévy measure of the martingale
Comment: In the lemma p.339 delete the assumption $0<\beta$
Keywords: Exponential martingales
Nature: Original
Retrieve article from Numdam