Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A characterization of the martingale property of exponentially affine
  processes   We consider local martingales which are standard or stochastic exponentials M
of one component X of a multivariate affine process in the sense of Duffie,
Filipovic and Schachermayer (2003). By completing their characterization of
conservative affine processes, we provide deterministic necessary and
sufficient conditions in terms of the parameters of X for M to be a true
martingale.

24
The categories of this paper are: dg-ga
35
The categories of this paper are: mtrl-th
19
The categories of this paper are: eess
33
The categories of this paper are: plasm-ph
25
The categories of this paper are: patt-sol
28
The categories of this paper are: alg-geom
14
The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
16
The categories of this paper are: stat
21
The categories of this paper are: adap-org
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The categories of this paper are: comp-gas
3
The categories of this paper are: physics
22
The categories of this paper are: chao-dyn
37
The categories of this paper are: supr-con
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat