An extension of the Jacod's condition
arXiv:1912.13166
Abstract
We generalize Jacod's condition and introduce a new type sufficient condition for the uniform integrability of the general stochastic exponential.
16 pages
arXiv:1912.13166
We generalize Jacod's condition and introduce a new type sufficient condition for the uniform integrability of the general stochastic exponential.
16 pages