The following pages link to Mimicking self-similar processes (Q2515501):
Displayed 5 items.
- On the Markov property of some Brownian martingales (Q449234) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Path properties of a generalized fractional Brownian motion (Q2116490) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)