On martingale transformations of multidimensional Brownian motion
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Publication:2244460
DOI10.1016/j.spl.2021.109119zbMath1482.60060arXiv2006.08986OpenAlexW3159127828MaRDI QIDQ2244460
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08986
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Martingale transformations of Brownian motion with application to functional equations, For which functions are π(π_{π‘})-πΌπ(π_{π₯}) and π(π_{π₯})/πΌπ(π_{π₯}) martingales?
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