6 citations to 10.1007/978-3-0348-8974-2_20 (Crossref Cited-By Service)
  1. Bronius Grigelionis, Vigirdas Mackevičius, “The finiteness of moments of a stochastic exponential”, Statistics & Probability Letters, 64, no. 3, 2003, 243  crossref
  2. B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89, no. 3-4, 2017, 619  crossref
  3. Aleksandar Mijatović, Mikhail Urusov, “On the martingale property of certain local martingales”, Probab. Theory Relat. Fields, 152, no. 1-2, 2012, 1  crossref
  4. Carole Bernard, Zhenyu Cui, Don McLeish, “On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions”, SSRN Journal, 2013  crossref
  5. Carole Bernard, Zhenyu Cui, Don McLeish, “ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS”, Mathematical Finance, 27, no. 1, 2017, 194  crossref
  6. Édgar Roldán, Izaak Neri, Raphael Chetrite, Shamik Gupta, Simone Pigolotti, Frank Jülicher, Ken Sekimoto, “Martingales for physicists: a treatise on stochastic thermodynamics and beyond”, Advances in Physics, 72, no. 1-2, 2023, 1  crossref