No Arbitrage Condition for Positive Diffusion Price Processes

By Freddy Delbaen, H. Shirakawa. 2002

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On the martingale property of certain local martingales (2009, background): “3 was first proved in Delbaen and Shirakawa [12] under the stronger assumption that the functions σ and 1/σ are locally bounded on (0,∞).”
Equivalent and absolutely continuous measure changes for jump-diffusion processes (2005, background): “Sin [30], Lewis [20], Delbaen and Shirakawa [5, 6 ].”
Convergence of integral functionals of one-dimensional diffusions (2011, unknown): “Our proofs are short and are based on a simple direct approach which reduces the problem to Brownian motion where either the Williams theorem and Cherny’s results from [4] or an idea from Delbaen and Shirakawa [6], which circumvents the lemma of Jeulin [13] mentioned above, and an application of the”
Distribution of the time to explosion for one-dimensional diffusions (2013, background): “11)), we proved the following result, which appeared under slightly stronger assumptions in [10].”