scientific article; zbMATH DE number 16038
From MaRDI portal
Publication:3972685
Recommendations
- On exponential local martingales associated with strong Markov continuous local martingales
- Publication:3028020
- scientific article; zbMATH DE number 1524273
- On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
- On Exponential Local Martingales Connected with Diffusion Processes
Cited in
(14)- Simple examples of pure-jump strict local martingales
- Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
- The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
- Impact of demography on extinction/fixation events
- On a zero-one law for the norm process of transient random walk
- scientific article; zbMATH DE number 4015845 (Why is no real title available?)
- On exponential local martingales associated with strong Markov continuous local martingales
- Perpetual integrals via random time changes
- Convergence of integral functionals of one-dimensional diffusions
- Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise
- On Exponential Local Martingales Connected with Diffusion Processes
- On the martingale property of certain local martingales
- Implied volatility in strict local martingale models
- Tracking a wiener process with a process of finite energy
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3972685)
