A family of non-Gaussian martingales with Gaussian marginals.

Hamza, Kais; Klebaner, Fima C.

Journal of Applied Mathematics and Stochastic Analysis (2007)

  • Volume: 2007, page Article ID 92723, 19 p.-Article ID 92723, 19 p.
  • ISSN: 2090-3332

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Hamza, Kais, and Klebaner, Fima C.. "A family of non-Gaussian martingales with Gaussian marginals.." Journal of Applied Mathematics and Stochastic Analysis 2007 (2007): Article ID 92723, 19 p.-Article ID 92723, 19 p.. <http://eudml.org/doc/54904>.

@article{Hamza2007,
author = {Hamza, Kais, Klebaner, Fima C.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 92723, 19 p.-Article ID 92723, 19 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {A family of non-Gaussian martingales with Gaussian marginals.},
url = {http://eudml.org/doc/54904},
volume = {2007},
year = {2007},
}

TY - JOUR
AU - Hamza, Kais
AU - Klebaner, Fima C.
TI - A family of non-Gaussian martingales with Gaussian marginals.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 92723, 19 p.
EP - Article ID 92723, 19 p.
LA - eng
UR - http://eudml.org/doc/54904
ER -

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