Yan, J.-A. A propos de l’intégrabilite uniforme des martingales exponentielles. (French) Zbl 0484.60038 Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Lect. Notes Math. 920, 338-347 (1982). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 60G44 Martingales with continuous parameter 60H05 Stochastic integrals Keywords:local martingale; martingale exponent; uniform integrability Citations:Zbl 0471.00023; Zbl 0375.60069 PDFBibTeX XML Full Text: Numdam Numdam EuDML