A counterexample to a martingale characterization of a Wiener process (Q1202282): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:06, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A counterexample to a martingale characterization of a Wiener process |
scientific article |
Statements
A counterexample to a martingale characterization of a Wiener process (English)
0 references
22 February 1993
0 references
counterexample
0 references
Wiener process
0 references
reverse martingale property
0 references
