1 citations · 1 across the 4 of their papers we have counts for
4 papers
math.PR2022
Remark on Right Continuous Exponential Martingales
Besik Chikvinidze
Using <M^c>, jump measure μand its compensator νwe characterize the event where the stochastic exponential E(M) equals to zero.
math.PR2019
An extension of the Jacod's condition
Besik Chikvinidze
We generalize Jacod's condition and introduce a new type sufficient condition for the uniform integrability of the general stochastic exponential.
math.PR2019
Necessary and sufficient conditions for the uniform integrability of the stochastic exponential
Besik Chikvinidze
We establish necessary and sufficient conditions for the uniform integrability of the stochastic exponential E(M).
math.PR2012★ 1 cited
New proofs of some results on BMO martingales using BSDEs
Besik Chikvinidze, Michael Mania
Using properties of backward stochastic differential equations we give new proofs of some well known results on BMO martingales and improve some estimates of BMO norms.