A visual criterion for identifying Itô diffusions as martingales or strict local martingales (Q2904874)
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scientific article; zbMATH DE number 6071110
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| English | A visual criterion for identifying Itô diffusions as martingales or strict local martingales |
scientific article; zbMATH DE number 6071110 |
Statements
A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales (English)
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24 August 2012
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local martingales
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driftless stochastic differential equations
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time-homogenous diffusion process
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0.7579638957977295
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0.7543052434921265
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0.7498325109481812
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0.7497616410255432
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0.7474225163459778
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