On weak Brownian motions of arbitrary order

DOI10.1016/S0246-0203(00)00133-3zbMATH Open0968.60069OpenAlexW1612188185MaRDI QIDQ1584871FDOQ1584871

Authors Hans Föllmer, Ching-Tang Wu, Marc Yor 

Publication date 6 February 2001

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2000__36_4_447_0

zbMATH Keywords

Brownian motionWiener measureVolterra kernelmarginal distributionsweak Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Generalizations of martingales (60G48) Volterra integral equations (45D05)

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Cited in

(16)

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• An ergodic Markov chain is not determined by any \(p\)-marginals
• Weak Poincaré inequalities on domains defined by Brownian rough paths
• Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions
• On stochastic calculus related to financial assets without semimartingales
• Further results on some singular linear stochastic differential equations
• About classical solutions of the path-dependent heat equation
• Spurious Brownian Motions
• Fake exponential Brownian motion
• Anticipative stochastic integration based on time-space chaos
• On fake Brownian motions
• From Bachelier to Dupire via optimal transport

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