A counterexample to a martingale characterization of a Wiener process

DOI10.1016/0167-7152(92)90149-YzbMath0760.60074OpenAlexW2018433451WikidataQ124803159 ScholiaQ124803159MaRDI QIDQ1202282

Gary L. Wise

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90149-y

zbMATH Keywords

Wiener processcounterexamplereverse martingale property

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Related Items (1)

Erratum to: A martingale characterization of the Wiener process

Cites Work

• A martingale characterization of the Wiener process
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