A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions
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Publication:2453911
DOI10.1016/j.spl.2014.03.003zbMath1296.60083arXiv1312.2149MaRDI QIDQ2453911
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.2149
integral functional; time-homogeneous diffusion; explosion time; Engelbert-Schmidt type zero-one law
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On absolute continuity and singularity of multidimensional diffusions, ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS
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