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, № 3, 2003, 243  crossref
  2. B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89, № 3-4, 2017, 619  crossref
  3. Aleksandar Mijatović, Mikhail Urusov, “On the martingale property of certain local martingales”, Probab. Theory Relat. Fields, 152, № 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, № 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, № 1-2, 2023, 1  crossref