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"Chikvinidze, B."
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Necessary and Sufficient Conditions for the Uniform Integrability of the Stochastic Exponential
by
Chikvinidze
,
B
.
Published in
Journal of theoretical probability
(01.03.2022)
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The mixed Novikov-Kazamaki type condition for the uniform integrability of the general stochastic exponential
by
Chikvinidze
,
B
.
Published in
Stochastics (Abingdon, Eng. : 2005)
(04.07.2022)
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A new sufficient condition for uniform integrability of stochastic exponentials
by
Chikvinidze
,
B
.
Published in
Stochastics (Abingdon, Eng. : 2005)
(19.05.2017)
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New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations
by
Chikvinidze
,
B
.
,
Mania, M.
Published in
Journal of theoretical probability
(01.12.2014)
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