Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154113 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
We construct a continuous martingale that has the same univariate marginal distributions as Brownian motion, but that is not Brownian motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J.M.P. Albin,