A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440)
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scientific article
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English | A continuous non-Brownian motion martingale with Brownian motion marginal distributions |
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A continuous non-Brownian motion martingale with Brownian motion marginal distributions (English)
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28 April 2008
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Brownian motion
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diffusion process
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martingale
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martingale problem
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