A family of Non-Gaussian Martingales with Gaussian marginals

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	1 - 19
Number of pages	19
Journal	Journal of Applied Mathematics and Stochastic Analysis
Volume	2007
Publication status	Published - 2007

Cite this

@article{3426b26b77d74efab71a671c775ffae4,

title = "A family of Non-Gaussian Martingales with Gaussian marginals",

author = "Kais Hamza and Klebaner, {Fima C}",

year = "2007",

language = "English",

volume = "2007",

pages = "1 -- 19",

journal = "Journal of Applied Mathematics and Stochastic Analysis",

issn = "1048-9533",

publisher = "Hindawi Publishing Corporation",

}