Erratum to: A martingale characterization of the Wiener process

DOI10.1016/0167-7152(94)90151-1zbMath0788.60100OpenAlexW4247661713MaRDI QIDQ1314699

Jacek Wesołowski

Publication date: 1 June 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90151-1

zbMATH Keywords

Wiener processLévy characterization of the Brownian law

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stochastic processes (60G99)

Cites Work

• A counterexample to a martingale characterization of a Wiener process

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