A REMARK ON CONDITIONS THAT A DIFFUSION IN THE NATURAL SCALE IS A MARTINGALE

Shimizu, Yuuki; Nakano, Fumihiko

Osaka Journal of Mathematics, 2018, 55(2), 385-391

アクセス数:109件（2025-03-11 20:19 集計）

固定URL: https://doi.org/10.18910/68358

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タイトル	A REMARK ON CONDITIONS THAT A DIFFUSION IN THE NATURAL SCALE IS A MARTINGALE
著者	著者名 Shimizu, Yuuki
著者	NRID 1000010291246 1000010291246 著者名 Nakano, Fumihiko
抄録	We consider a diffusion processes {Xₜ} on an interval in the natural scale. Some results are known under which {Xₜ} is a martingale, and we give simple and analytic proofs for them.
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	55(2)
ページ	385-391
刊行年月	2018-04
言語	英語
ハンドルURL	https://hdl.handle.net/11094/68358
DOI	https://doi.org/10.18910/68358
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 55, Number 2 （2018-4）

資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2018, 55(2), p. 385-391
DC.title	A REMARK ON CONDITIONS THAT A DIFFUSION IN THE NATURAL SCALE IS A MARTINGALE
DC.creator	Shimizu, Yuuki
DC.creator	Nakano, Fumihiko
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2018-04
DCTERMS.abstract	We consider a diffusion processes {Xₜ} on an interval in the natural scale. Some results are known under which {Xₜ} is a martingale, and we give simple and analytic proofs for them.
DC.identifier	10.18910/68358
DC.format	68358
citation_title	A REMARK ON CONDITIONS THAT A DIFFUSION IN THE NATURAL SCALE IS A MARTINGALE
citation_author	Shimizu, Yuuki
citation_author	Nakano, Fumihiko
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2018-04
citation_journal_title	Osaka Journal of Mathematics
citation_volume	55
citation_issue	2
citation_firstpage	385
citation_lastpage	391
citation_public_url	https://hdl.handle.net/11094/68358
citation_doi_detail	10.18910/68358
citation_doi	https://doi.org/10.18910/68358