On a Condition that One-Dimensional Diffusion Processes are Martingales

By S. Kotani. 2006

51 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/639efe79dbeff5e2dba3390458e7847af541600c

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In Applied Mathematics

1. Aleksandar Mijatovic
2. Mikhail Urusov

In Finance

1. Aleksandar Mijatovic
2. Mikhail Urusov

In Numerical Analysis

1. Aleksandar Mijatovic
2. Mikhail Urusov

Citations in the corpus

• On the martingale property of certain local martingales (2009, background): “3 can be obtained as a consequence of Theorem 1 in Kotani [28] and of Theorem 3.”