Enviar artigo por via de e-mail Uniform Integrability of Exponential Processes
- Autores: Kazanchyan D.1, Kruglov V.1
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Afiliações:
- Department of Statistics, Faculty of Computational Mathematics and Cybernetics
- Edição: Volume 40, Nº 10 (2019)
- Páginas: 1498-1506
- Seção: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/205685
- DOI: https://doi.org/10.1134/S1995080219100159
- ID: 205685
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Resumo
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.
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Sobre autores
Drastamat Kazanchyan
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Autor responsável pela correspondência
Email: drastamat94@gmail.com
Rússia, Moscow, 119991
Victor Kruglov
Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Autor responsável pela correspondência
Email: krugvictor@gmail.com
Rússia, Moscow, 119991
