Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions (Q4393838)

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scientific article; zbMATH DE number 1161887
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Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions
scientific article; zbMATH DE number 1161887

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    Non-Gaussian Density Processes Arising from Non-Poisson Systems of Independent Brownian Motions (English)
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    9 March 1999
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    infinite particle system
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    invariance principle
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    non-Gaussian martingale measures
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    stochastic partial differential equation
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