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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).