A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales (Q894496)
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scientific article; zbMATH DE number 6515036
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| English | A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales |
scientific article; zbMATH DE number 6515036 |
Statements
A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales (English)
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1 December 2015
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Gaussian processes
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martingales
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semimartingales
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Brownian bridges
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0.7396958470344543
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0.7315505743026733
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