A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet
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Publication:2654728
DOI10.1215/kjm/1256219164zbMath1203.60122OpenAlexW1529135606MaRDI QIDQ2654728
Publication date: 21 January 2010
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.kjm/1256219164
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