Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-642-15217-7_21
+Normal rank
@@ Property / OpenAlex ID @@
+W4294379671
@@ Property / OpenAlex ID: W4294379671 / rank @@
+Normal rank
@@ Property / cites work @@
+A continuous non-Brownian motion martingale with Brownian motion marginal distributions
+Normal rank
@@ Property / cites work @@
+Q3676901
@@ Property / cites work: Q3676901 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3884898
@@ Property / cites work: Q3884898 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3975569
@@ Property / cites work: Q3975569 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3049602
@@ Property / cites work: Q3049602 / rank @@
+Normal rank
@@ Property / cites work @@
+A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling
+Normal rank
@@ Property / cites work @@
+Q5292402
@@ Property / cites work: Q5292402 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5563135
@@ Property / cites work: Q5563135 / rank @@
+Normal rank
@@ Property / cites work @@
+Exercises in Probability
@@ Property / cites work: Exercises in Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q3975568
@@ Property / cites work: Q3975568 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5691549
@@ Property / cites work: Q5691549 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3197071
@@ Property / cites work: Q3197071 / rank @@
+Normal rank
@@ Property / cites work @@
+A family of non-Gaussian martingales with Gaussian marginals
+Normal rank
@@ Property / cites work @@
+Peacocks and associated martingales, with explicit constructions
+Normal rank
@@ Property / cites work @@
+Q3911816
@@ Property / cites work: Q3911816 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
+Normal rank
@@ Property / cites work @@
+Making Markov martingales meet marginals: With explicit constructions
+Normal rank
@@ Property / cites work @@
+Q3975572
@@ Property / cites work: Q3975572 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3975571
@@ Property / cites work: Q3975571 / rank @@
+Normal rank
@@ Property / cites work @@
+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
+Normal rank
@@ Property / cites work @@
+On fake Brownian motions
@@ Property / cites work: On fake Brownian motions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862181
@@ Property / cites work: Q3862181 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911817
@@ Property / cites work: Q3911817 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3126393
@@ Property / cites work: Q3126393 / rank @@
+Normal rank