A necessary and sufficient condition for one-dimensional conservative diffusions being martingales in natural scale

被引：0
|
作者：
Hu, Feng-Rung
Kotani, Shinichi
机构：
[1] Natl Taichung Univ, Dept Math Educ, Taichung 40302, Taiwan
[2] Osaka Univ, Dept Math, Osaka 5600043, Japan
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2007年 / 12卷
关键词：
diffusion in natural scale; conservative; local martingale; martingale;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we obtain a necessary and sufficient condition under which a one-dimensional conservative diffusion in natural scale is a martingale.
引用
收藏
页码：1 / 8
页数：8
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