A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales (Q894496)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales |
scientific article; zbMATH DE number 6515036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales |
scientific article; zbMATH DE number 6515036 |
Statements
A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales (English)
0 references
1 December 2015
0 references
Gaussian processes
0 references
martingales
0 references
semimartingales
0 references
Brownian bridges
0 references
