A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2007.09.031 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2171484326 / rank | |||
Normal rank | |||
Revision as of 18:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A continuous non-Brownian motion martingale with Brownian motion marginal distributions |
scientific article |
Statements
A continuous non-Brownian motion martingale with Brownian motion marginal distributions (English)
0 references
28 April 2008
0 references
Brownian motion
0 references
diffusion process
0 references
martingale
0 references
martingale problem
0 references
