Geodesic
A new sufficient condition for uniform integrability of exponential local martingales
Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2020), pp. 5-13

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In the article it is suggested a new sufficient condition for uniform integrability of continues exponential local martingales. It is shown that the condition is much weaker then a number of known sufficient conditions for uniform integrability of exponential local martingales.
Keywords: uniform integrability, exponential processes, stopping times
Mots-clés : martingales, martingales. 
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     author = {D. Kh. Kazanchyan and V. M. Kruglov},
     title = {A new sufficient condition for uniform integrability of exponential local martingales},
     journal = {Vestnik Tverskogo gosudarstvennogo universiteta. Seri\^a Prikladna\^a matematika},
     pages = {5--13},
     publisher = {mathdoc},
     number = {3},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VTPMK_2020_3_a0/}
}
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D. Kh. Kazanchyan; V. M. Kruglov. A new sufficient condition for uniform integrability of exponential local martingales. Vestnik Tverskogo gosudarstvennogo universiteta. Seriâ Prikladnaâ matematika, no. 3 (2020), pp. 5-13. http://geodesic.mathdoc.fr/item/VTPMK_2020_3_a0/