标题： 局部鞅的最优诺维科夫型条件 显示英文标题

标题： Optimal Novikov-type criteria for local martingales with jumps

摘要： 我们考虑具有大于$a$的跳跃的局部鞅$M$，其中某些$a$大于或等于 -1，并证明了对应指数局部鞅为一致可积鞅的诺维科夫型条件。 我们使用二次变差和可预测二次变差来获得条件。 我们证明了条件中系数的最优性。 作为推论，我们得到了经典诺维科夫条件对于连续局部鞅的逐字扩展到具有非负跳跃的局部鞅的情况。 显示英文摘要

摘要： We consider local martingales $M$ with jumps larger than $a$ for some $a$ larger than or equal to -1, and prove Novikov-type criteria for the corresponding exponential local martingale to be a uniformly integrable martingale. We obtain criteria using both the quadratic variation and the predictable quadratic variation. We prove optimality of the coefficients in the criteria. As a corollary, we obtain a verbatim extension of the classical Novikov criterion for continuous local martingales to the case of local martingales with nonnegative jumps.