Uniform and L^r-Integrability of Exponential Martingales
Citation：
Yan Jiaan.Uniform and L^r-Integrability of Exponential Martingales[J].Chinese Annals of Mathematics B,1982,3(3):285~292
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Authors：
Yan Jiaan;
Abstract：
In this note we improve two conditions given by Lepingle and Memin^[3,4] for the uniform integrability of exponential martingales,and given some conditions for their L^r-integrability.
