A family of non-Gaussian martingales with Gaussian marginals
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Publication:2478414
DOI10.1155/2007/92723zbMath1152.60039arXivmath/0604127OpenAlexW2045789869WikidataQ57712772 ScholiaQ57712772MaRDI QIDQ2478414
Publication date: 28 March 2008
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0604127
Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)
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