73 citations to https://www.mathnet.ru/rus/tvp4352
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Johannes Ruf, “A new proof for the conditions of Novikov and Kazamaki”, Stochastic Processes and their Applications, 123:2 (2013), 404
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Benedetta Ferrario, Progress in Probability, 67, Seminar on Stochastic Analysis, Random Fields and Applications VII, 2013, 85
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Mijatovic A., Urusov M., “On the martingale property of certain local martingales”, Probab Theory Related Fields, 152:1–2 (2012), 1–30
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Benedetta Ferrario, “A Note on a Result of Liptser-Shiryaev”, Stochastic Analysis and Applications, 30:6 (2012), 1019
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Hulley H., Platen E., “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, Seminar on Stochastic Analysis, Random Fields and Applications, Progress in Probability, 63, 2011, 147–157
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Hardy Hulley, Eckhard Platen, Progress in Probability, 63, Seminar on Stochastic Analysis, Random Fields and Applications VI, 2011, 147
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Hardy Hulley, Eckhard Platen, “A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales”, SSRN Journal, 2009
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Hardy Hulley, Eckhard Platen, “A Visual Classification of Local Martingales”, SSRN Journal, 2008
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А. Н. Ширяев, “О мартингальных методах в задачах о пересечении границ броуновским движением”, Совр. пробл. матем., 8, МИАН, М., 2007, 3–78
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Wolfgang Stummer, Igor Vajda, “Optimal statistical decisions about some alternative financial models”, Journal of Econometrics, 137:2 (2007), 441