SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On a Condition that One-Dimensional Diffusion Processes are Martingales · Study

ChapterShelves

ChapterOn a Condition that One-Dimensional Diffusion Processes are Martingales

Shinichi Kotani2006

Chapter2006

On a Condition that One-Dimensional Diffusion Processes are Martingales

Shinichi Kotani

49 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 49 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 1999The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes

Cited by

2010Option pricing with quadratic volatility: a revisit 2012A new proof for the conditions of Novikov and Kazamaki 2013Why Are Quadratic Normal Volatility Models Analytically Tractable?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Analysis of continuous strict local martingales via h -transformsarticle · 2 shared references 2015Strict local martingales and bubblesarticle · 2 shared references 2015WEAK AND STRONG NO-ARBITRAGE CONDITIONS FOR CONTINUOUS FINANCIAL MARKETSarticle · 2 shared references 2012On the History of the Growth-Optimal Portfoliochapter · 2 shared references 2006Ito's Integrated Formula for Strict Local Martingaleschapter · 2 shared references 2012Processes of Class Sigma, Last Passage Times, and Drawdownsarticle · 2 shared references

Details

Year2006

Typechapter

Published2006-10-17

VenueSpringer eBooks

Languageen

Citations49

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/978-3-540-35513-7_12

openalex_workW186942941

Links

Imported from OpenAlex (CC0) — nothing here is generated.