Bernard C. Cui Zh. McLeish D., “on the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions”, Math. Financ., 27:1 (2017), 194–223
B. Chikvinidze, “A new sufficient condition for uniform integrability of stochastic exponentials”, Stochastics, 89:3-4 (2017), 619
B. Chikvinidze, “An extension of the mixed Novikov–Kazamaki condition”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 20:04 (2017), 1750022
Jose Blanchet, Johannes Ruf, “A weak convergence criterion for constructing changes of measure”, Stochastic Models, 32:2 (2016), 233
Sokol A. Hansen N.R., “Exponential Martingales and Changes of Measure For Counting Processes”, Stoch. Anal. Appl., 33:5 (2015), 823–843
Carole Bernard, Zhenyu Cui, Don McLeish, “On the Martingale Property in Stochastic Volatility Models Based on Time-Homogeneous Diffusions”, SSRN Journal, 2013
Ramaprasad Bhar, David B. Colwell, Yuewen Xiao, “A jump diffusion model for spot electricity prices and market price of risk”, Physica A: Statistical Mechanics and its Applications, 392:15 (2013), 3213
Ф. К. Клебанер, Р. Ш. Липцер, “Когда стохастическая экспонента является мартингалом. Развитие метода Бенеша”, Теория вероятн. и ее примен., 58:1 (2013), 53–80 ; F. Klebaner, R. Liptser, “When a stochastic exponential is a true martingale. Extension of the Beneš method”, Theory Probab. Appl., 58:1 (2014), 38–62
Jan Baldeaux, Eckhard Platen, Bocconi & Springer Series, 5, Functionals of Multidimensional Diffusions with Applications to Finance, 2013, 363
Matteo Ortisi, Valerio Zuccolo, “From Minority Game to Black&Scholes Pricing”, Applied Mathematical Finance, 20:6 (2013), 578