Uniform Integrability of Exponential Processes
- Authors: Kazanchyan D.C.1, Kruglov V.M.1
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Affiliations:
- Department of Statistics, Faculty of Computational Mathematics and Cybernetics
- Issue: Vol 40, No 10 (2019)
- Pages: 1498-1506
- Section: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/205685
- DOI: https://doi.org/10.1134/S1995080219100159
- ID: 205685
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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.
About the authors
Drastamat C. Kazanchyan
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Author for correspondence.
Email: drastamat94@gmail.com
Russian Federation, Moscow, 119991
Victor M. Kruglov
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Author for correspondence.
Email: krugvictor@gmail.com
Russian Federation, Moscow, 119991