Article

Exponential integrability of martingales

Published in: Quaestiones Mathematicae
Volume 42 , issue 2, pages: 201–206

DOI: 10.2989/16073606.2018.1443169

Author(s): Kwok-Pun HoDepartment of Mathematics and Information Technology, China,

Keywords: 60G42, 60G46, 46E30, 42B35, 60G42, 60G46, 46E30, 42B35,

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Abstract

We obtain the exponential integrability of the maximal function, the quadratic variation and the conditional quadratic variation of bounded martingales and exponential integrable martingales.

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Article

Exponential integrability of martingales

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