On the martingale property of stochastic exponentials
- 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
- 文件大小108.74KB
- 发表时间2004-09
- DOI10.1239/jap/1091543416
- 页码654-664
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