A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales
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Publication:894496
DOI10.1214/ECP.v20-4034zbMath1329.60099OpenAlexW1854524873MaRDI QIDQ894496
Publication date: 1 December 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ecp.v20-4034
Gaussian processes (60G15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)
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