Abstract
A new criterion for uniform integrability of exponential stochastic processes is proved. It is also shown how some known results with difficult original proofs easily follow from the criterion.
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Submitted by A. I. Volodin
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Kazanchyan, D.C., Kruglov, V.M. Uniform Integrability of Exponential Processes. Lobachevskii J Math 40, 1498–1506 (2019). https://doi.org/10.1134/S1995080219100159
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DOI: https://doi.org/10.1134/S1995080219100159