scientific article; zbMATH DE number 16038

zbMATH Open0744.60098MaRDI QIDQ3972685FDOQ3972685

Authors: H.-J. Engelbert, Torsten Senf 

Publication date: 25 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Wiener processexponential local martingale

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Martingales with continuous parameter (60G44)

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• On the martingale property of certain local martingales
• Convergence of integral functionals of one-dimensional diffusions
• Tracking a wiener process with a process of finite energy
• Implied Volatility in Strict Local Martingale Models
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• Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise
• The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
• Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
• Impact of demography on extinction/fixation events
• Perpetual integrals via random time changes
• On Exponential Local Martingales Connected with Diffusion Processes
• Simple examples of pure-jump strict local martingales
• On a zero-one law for the norm process of transient random walk
• On exponential local martingales associated with strong Markov continuous local martingales

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