Title of article :
The finiteness of moments of a stochastic exponential
Author/Authors :
Bronius Grigelionis، نويسنده , , Vigirdas Mackevi ius، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2003
Keywords :
Stochastic exponential , Girsanov theorem
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters