A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales
type: Item
instance of: scholarly article
title: A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales
zbMATH Open document ID: 1329.60099
author: Marc Yor
published in: Electronic Communications in Probability
publication date: 2015-12-01T00:00:00Z
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6515036
zbMATH Keywords: Gaussian processes
zbMATH Keywords: martingales
zbMATH Keywords: semimartingales
zbMATH Keywords: Brownian bridges
MaRDI profile type: Publication
full work available at URL: ecp.v20-4034
OpenAlex ID: W1854524873
DOI: 10.1214/ECP.V20-4034
description: scientific article; zbMATH DE number 6515036