Mimicking self-similar processes (Q2515501): Difference between revisions

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+.01478
@@ Property / arXiv ID: 1506.01478 / rank @@
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+A continuous non-Brownian motion martingale with Brownian motion marginal distributions
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+A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling
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+On the Markov property of some Brownian martingales
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+On nonexistence of non-constant volatility in the Black-Scholes formula
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+A family of non-Gaussian martingales with Gaussian marginals
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+Peacocks and associated martingales, with explicit constructions
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+A new proof of Kellerer’s theorem
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Making Markov martingales meet marginals: With explicit constructions
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+On fake Brownian motions
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+A stochastic characterization of Hermite polynomials
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+Stochastic calculus for finance. II: Continuous-time models.
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