Publié le : 2009-07-05
Classification:
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00657745,
author = {Yor, M. and Hirsch, F.},
title = {A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet},
journal = {HAL},
volume = {2009},
number = {0},
year = {2009},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00657745}
}
Yor, M.; Hirsch, F. A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet. HAL, Tome 2009 (2009) no. 0, . http://gdmltest.u-ga.fr/item/hal-00657745/