Kazamaki's condition
id:
kazamaki-s-condition-256-7945284
title:
Kazamaki's condition
text:
In mathematics, Kazamaki's condition gives a sufficient criterion ensuring that the Doléans-Dade exponential of a local martingale is a true martingale. This is particularly important if Girsanov's theorem is to be applied to perform a change of measure. Kazamaki's condition is more general than Novikov's condition.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Kazamaki%27s_condition
date created:
date modified:
2024-03-13T03:29:20Z
main entity:
{"identifier":"Q16948242","url":"https://www.wikidata.org/entity/Q16948242"}
image:
fields total:
13
integrity:
13