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The integral representation of the exponential product of stochastic semigroups

✍ Scribed by A. S. Chani


Publisher
Springer US
Year
1991
Tongue
English
Weight
232 KB
Volume
53
Category
Article
ISSN
1573-8795

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It is well known that the stochastic exponential , and the result is optimal in the sense that c p cannot be replaced by any c p -with ΒΏ 0. As a consequence, we get that the moments of the stochastic exponential of a stochastic integral with respect to a Brownian motion are all ΓΏnite, provided the