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XLIV: 02, 41-59, LNM 2046 (2012)
MIJATOVIĆ, Aleksandar; NOVAK, Nika; URUSOV, Mikhail
Martingale property of generalized stochastic exponentials (Theory of martingales)
Keywords: Generalized stochastic exponentials, Local martingales vs. true martingales, One-dimensional diffusions
Nature: Original