XLIII: 19, 437-439, LNM 2006 (2011)
BAKER, David;
YOR, Marc
On martingales with given marginals and the scaling property (
Martingale theory,
Theory of Brownian motion)
Nature: Original
XLIII: 20, 441-449, LNM 2006 (2011)
BAKER, David;
DONATI-MARTIN, Catherine;
YOR, Marc
A sequence of Albin type continuous martingales with Brownian marginals and scaling (
Martingale theory)
Keywords: Martingales,
Brownian marginalsNature: Original
