A continuous non-Brownian motion martingale with Brownian motion marginal distributions (Q2483440)

From MaRDI portal
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
    0 references
    28 April 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Brownian motion
    0 references
    diffusion process
    0 references
    martingale
    0 references
    martingale problem
    0 references
    0 references