Work

Uniform Integrability of Nonnegative Supermartingales via Time Change in a Geometric Brownian Motion

Year: 2025

Type: article

Source: Theory of Probability and Its Applications

DOI: 10.1137/s0040585x97t992173

Author: A. A. Gushchin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407979039

FWCI:

Cites: 18

Cited by:

Related to: 10