A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales (Q2904874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales |
scientific article |
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A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales (English)
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24 August 2012
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local martingales
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driftless stochastic differential equations
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time-homogenous diffusion process
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