Simulation of the CEV process and the local martingale property

2012 ◽  
Vol 82 (5) ◽  
pp. 868-878 ◽  
Author(s):  
A.E. Lindsay ◽  
D.R. Brecher
Keyword(s):  
Local Martingale ◽  
Martingale Property ◽  
Cev Process

scholarly journals Local martingale and pathwise solutions for an abstract fluids model

2011 ◽  
Vol 240 (14-15) ◽  
pp. 1123-1144 ◽  
Author(s):  
Arnaud Debussche ◽  
Nathan Glatt-Holtz ◽  
Roger Temam
Keyword(s):  
Local Martingale ◽  
Pathwise Solutions

scholarly journals Martingale Property and Capacity under G-Framework

2010 ◽  
Vol 15 (0) ◽  
pp. 2041-2068 ◽  
Author(s):  
Jing Xu ◽  
Bo Zhang
Keyword(s):  
Martingale Property
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