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Convergence of integral functionals of one-dimensional diffusions

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References

1999Continuous Martingales and Brownian Motion6,200 cited
1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding379 cited
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1989Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part I)124 cited
2010On the martingale property of certain local martingales120 cited
1991Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III)97 cited
2002No Arbitrage Condition for Positive Diffusion Price Processes66 cited
2005Properties of perpetual integral functionals of Brownian motion with drift46 cited

Cited by

2015The martingale property in the context of stochastic differential equations36 cited
2014ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS27 cited

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