A remark on conditions that a diffusion in the natural scale is a martingale

zbMath1395.60097arXiv1701.05977MaRDI QIDQ1750373

Yuuki Shimizu, Fumihiko Nakano

Publication date: 18 May 2018

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05977

zbMATH Keywords

generatormartingaleGreen functionscale functionsubmartingalespeed measureminimal diffusionstrict supermartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (1)

Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type

Cites Work

• On the submartingale/supermartingale property of diffusions in natural scale
• A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales
• Unnamed Item

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