Uniform Integrability of Exponential Processes
- Авторлар: Kazanchyan D.1, Kruglov V.1
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Мекемелер:
- Department of Statistics, Faculty of Computational Mathematics and Cybernetics
- Шығарылым: Том 40, № 10 (2019)
- Беттер: 1498-1506
- Бөлім: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/205685
- DOI: https://doi.org/10.1134/S1995080219100159
- ID: 205685
Дәйексөз келтіру
Аннотация
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.
Негізгі сөздер
Авторлар туралы
Drastamat Kazanchyan
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Хат алмасуға жауапты Автор.
Email: drastamat94@gmail.com
Ресей, Moscow, 119991
Victor Kruglov
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Хат алмасуға жауапты Автор.
Email: krugvictor@gmail.com
Ресей, Moscow, 119991