A continuous non-Brownian motion martingale with Brownian motion marginal distributions

Statistics and Probability Letters

Volumn 78, Issue 6, 2008, Pages 682-686

  Albin, J M P ^a  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

Brownian motion; Diffusion process; Martingale; Martingale problem

Indexed keywords

EID: 40749104697     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.09.031     Document Type: Article

References (16)

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