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Abstract and Applied Analysis
Volume 2013, Article ID 247307, 6 pages
Research Article

A Note on the Exponential G-Martingale

1Glorious Sun School of Business and Management, Donghua University, 1882 West Yanan Road, Shanghai 200051, China
2Department of Mathematics, Donghua University, 2999 North Renmin Road, Songjiang, Shanghai 201620, China

Received 14 November 2013; Accepted 26 November 2013

Academic Editor: Litan Yan

Copyright © 2013 Yunsheng Lu and Yingying Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


We get the exponential G-martingale theorem with the Kazamaki condition and tell a distinct difference between the Kazamaki’s and Novikov’s criteria with an example.