{"title":"关于自然尺度上的扩散是鞅的条件的注解","authors":"Yuuki Shimizu, F. Nakano","doi":"10.18910/68358","DOIUrl":null,"url":null,"abstract":"We consider a diffusion processes $\\{ X_t \\}$ on an interval in the natural scale. Some results are known under which $\\{ X_t \\}$ is a martingale, and we give simple and analytic proofs for them.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2017-01-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"A remark on conditions that a diffusion in the natural scale is a martingale\",\"authors\":\"Yuuki Shimizu, F. Nakano\",\"doi\":\"10.18910/68358\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider a diffusion processes $\\\\{ X_t \\\\}$ on an interval in the natural scale. Some results are known under which $\\\\{ X_t \\\\}$ is a martingale, and we give simple and analytic proofs for them.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2017-01-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.18910/68358\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.18910/68358","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A remark on conditions that a diffusion in the natural scale is a martingale
We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.
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