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Novikov, A.A. (1980). On conditions for uniform integrability for continuous exponential martingales. In: Grigelionis, B. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0004021
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DOI: https://doi.org/10.1007/BFb0004021
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