A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet
DOI10.1215/KJM/1265899483zbMATH Open1191.60040OpenAlexW1525990666MaRDI QIDQ965085FDOQ965085
Authors: Francis Hirsch, Marc Yor 
Publication date: 21 April 2010
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.kjm/1265899483
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