Some remarks on the uniform integrability of continuous martingales

Lecture Notes in Mathematics - Séminaire de Probabilités XXXIII ◽

10.1007/bfb0096521 ◽

1999 ◽

pp. 327-333 ◽

Author(s):

Koichiro Takaoka

Keyword(s):

Uniform Integrability

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Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics

SSRN Electronic Journal ◽

10.2139/ssrn.2987695 ◽

2017 ◽

Author(s):

Michael Schatz ◽

Didier Sornette

Keyword(s):

Local Martingale ◽

Uniform Integrability ◽

State Dependent

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On uniform integrability of random variables

Statistics & Probability Letters ◽

10.1016/j.spl.2005.04.046 ◽

2005 ◽

Vol 74 (3) ◽

pp. 272-280 ◽

Author(s):

Dariusz Majerek ◽

Wioletta Nowak ◽

Wiesław Zięba

Keyword(s):

Random Variables ◽

Uniform Integrability

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A note on the stochastic domination condition and uniform integrability with applications to the strong law of large numbers

Statistics & Probability Letters ◽

10.1016/j.spl.2021.109181 ◽

2021 ◽

pp. 109181

Author(s):

Andrew Rosalsky ◽

Lê Vǎn Thành

Keyword(s):

Law Of Large Numbers ◽

Uniform Integrability ◽

Stochastic Domination ◽

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Uniformizable Λ(2) sets and uniform integrability

Colloquium Mathematicum ◽

10.4064/cm-51-1-119-129 ◽

1987 ◽

Vol 51 (1) ◽

pp. 119-129 ◽

Author(s):

John J. F. Fournier

Keyword(s):

Uniform Integrability

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The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential

Stochastics ◽

10.1080/17442508.2021.1981326 ◽

2021 ◽

pp. 1-13

Author(s):

B. Chikvinidze

Keyword(s):

Uniform Integrability ◽

Type Condition ◽

General Stochastic

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A note on stochastic dominance, uniform integrability and lattice properties

Bulletin of the London Mathematical Society ◽

10.1112/blms.12371 ◽

2020 ◽

Vol 52 (5) ◽

pp. 907-923

Author(s):

Max Nendel

Keyword(s):

Stochastic Dominance ◽

Uniform Integrability

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A new type of compact uniform integrability with application to degenerate mean convergence of weighted sums of Banach space valued random elements

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2020.123975 ◽

2020 ◽

Vol 487 (1) ◽

pp. 123975

Author(s):

Manuel Ordóñez Cabrera ◽

Andrew Rosalsky ◽

Mehmet Ünver ◽

Andrei Volodin

Keyword(s):

Banach Space ◽

Weighted Sums ◽

Uniform Integrability ◽

Mean Convergence ◽

Random Elements ◽

New Type ◽

Degenerate Mean Convergence

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On uniform integrability and asymptotically risk-efficient sequential estimation

Sequential Analysis ◽

10.1080/07474949608836362 ◽

1996 ◽

Vol 15 (4) ◽

pp. 237-251 ◽

Author(s):

Tze Leung Lai

Keyword(s):

Sequential Estimation ◽

Uniform Integrability

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On the Uniform Integrability of the Radon–Nikodym Densities for Wiener Measure

Journal of Functional Analysis ◽

10.1006/jfan.1998.3320 ◽

1998 ◽

Vol 159 (2) ◽

pp. 642-663 ◽

Author(s):

A.S. Üstünel ◽

M. Zakai

Keyword(s):

Wiener Measure ◽

Uniform Integrability

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uniform integrability of an additive martingale and its exponential

Stochastics and Stochastics Reports ◽

10.1080/17442509008833641 ◽

1990 ◽

Vol 30 (3-4) ◽

pp. 163-169 ◽

Author(s):

Hiroshi Sato

Keyword(s):

Uniform Integrability

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