The following pages link to On fake Brownian motions (Q945453):
Displaying 11 items.
- Mimicking an Itō process by a solution of a stochastic differential equation (Q363861) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- On weak Brownian motions of arbitrary order (Q1584871) (← links)
- From Bachelier to Dupire via optimal transport (Q2072111) (← links)
- Multifractal processes: definition, properties and new examples (Q2120532) (← links)
- Fake exponential Brownian motion (Q2435766) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- Constructing Self-Similar Martingales via Two Skorokhod Embeddings (Q3086813) (← links)
- On the Uniqueness of Martingales with Certain Prescribed Marginals (Q5299578) (← links)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)