A martingale characterization of the Wiener process

DOI10.1016/0167-7152(90)90075-IzbMath0709.60088MaRDI QIDQ921726

Jacek Wesołowski

Publication date: 1990

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

zbMATH Keywords

Wiener processLévy's characterization of the Brownian law

Mathematics Subject Classification ID

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

Related Items (1)

A counterexample to a martingale characterization of a Wiener process

Cites Work

• Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer
• A characterization of the poisson process by conditional moments
• Hitting and martingale characterizations of one-dimensional diffusions
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