A family of non-Gaussian martingales with Gaussian marginals.
Hamza, Kais ; Klebaner, Fima C.
Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
DOI : https://doi.org/10.1155/2007/92723
EUDML-ID : urn:eudml:doc:54904 
@article{05255169,
     title = {A family of non-Gaussian martingales with Gaussian marginals.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2007},
     year = {2007},
     doi = {10.1155/2007/92723},
     zbl = {1152.60039},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05255169}
}

Hamza, Kais; Klebaner, Fima C. A family of non-Gaussian martingales with Gaussian marginals.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2007 (2007) . doi : 10.1155/2007/92723. http://gdmltest.u-ga.fr/item/05255169/