| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154032 | Statistics & Probability Letters | 2008 | 4 Pages |
Abstract
Recently Albin constructed an example of a continuous martingale different from the classical Brownian motion but with the same marginal distributions, thus improving on the result of Hamza and Klebaner. We present a simpler solution to this problem.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Krzysztof Oleszkiewicz,