Remark on right continuous exponential martingales

B. Chikvinidze
Theory of Stochastic Processes
Vol.28 (44), no.2, 2024, pp.1-5
Using <M^c>, jump measure μ and its compensator ν we characterize the event where the stochastic exponential Ɛ(M) equals to zero.
DOI: https://doi.org/10.3842/tsp-4297978666-68
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