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We exhibit sufficient conditions such that components of a multidimensionalSDE giving rise to a local martingale $M$ are strict local martingales ormartingales. We assume that the equations have diffusion coefficients of theform $\sigma(M_t,v_t),$ with $v_t$ being a stochastic volatility term.

Strict Local Martingales and the Khasminskii test for Explosions