On weak Brownian motions of arbitrary order
Year of publication: |
1999
|
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Authors: | Föllmer, Hans ; Wu, Ching-Tang ; Yor, Marc |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Brownian motion | weak Brownian motion | weak martingale | marginals | Volterra kernel |
Series: | SFB 373 Discussion Paper ; 1999,89 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 72290987X [GVK] hdl:10419/61756 [Handle] RePEc:zbw:sfb373:199989 [RePEc] |
Source: |
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