Pages that link to "Item:Q2483440"
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The following pages link to A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440):
Displaying 16 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- Quantizations of probability measures and preservation of the convex order (Q900963) (← links)
- On fake Brownian motions (Q945453) (← links)
- Gauged supergravities from M-theory reductions (Q1641718) (← links)
- The Markov-quantile process attached to a family of marginals (Q2065092) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Shadow martingales -- a stochastic mass transport approach to the peacock problem (Q2082703) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- On Martingales with Given Marginals and the Scaling Property (Q3086811) (← links)
- A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling (Q3086812) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
