Does there exist a martingale which has Marginal distributions same as Brownian Motion marginals but the process itself not being Brownian motion? Any references are highly appreciated. Thanks.
I am currently studying Brownian Motion and Stochastic Calculus. I believe the best way to understand any subject well is to do as many questions as possible. Unfortunately, I haven't been able to ...
I didn't get any answers to my previous question; so I am trying a different tack. I am familiar with a first course in probability theory using measure theory, to the extent of proving the Central ...
My approach to this SE question uses the following joint moments of Brownian motion. For $n=1,2$ they are obvious and well-known, the others are not terribly hard to work out. Is there a reference ...