On the martingale property of stochastic exponentials
Wong, Bernard; Heyde, C. C.
- 期刊名称Journal of Applied Probability
- 作者Wong, Bernard; Heyde, C. C.
- 卷第41卷
- 期第3期
- 印刷ISSN0021-9002
- 电子ISSN1475-6072
- 文件大小128.83KB
- 发表时间2004-09
- DOI10.1017/s0021900200020453
- 页码654-664