Strict local martingales and the Khasminskii test for explosions
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Publication:2145795
DOI10.1016/j.spa.2019.03.009zbMath1494.60046arXiv1903.02383OpenAlexW3122750223MaRDI QIDQ2145795
Aditi Dandapani, Philip E. Protter
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.02383
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)
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