A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet

Kyoto Journal of Mathematics

Volumn 49, Issue 2, 2009, Pages 389-417

  Hirsch, Francis ^a   Yor, Marc ^b,c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c INSTITUT UNIVERSITAIRE DE FRANCE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 73349086550     PISSN: 0023608X     EISSN: None     Source Type: Journal    
DOI: 10.1215/kjm/1256219164     Document Type: Article

References (9)

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