Abstract
We consider a diffusion processes $\{ X_t \}$ on an interval in the natural scale. Some results are known under which $\{ X_t \}$ is a martingale, and we give simple and analytic proofs for them.
Citation
Yuuki Shimizu. Fumihiko Nakano. "A remark on conditions that a diffusion in the natural scale is a martingale." Osaka J. Math. 55 (2) 385 - 391, April 2018.