On Martingale Transformations of Multidimensional Brownian Motion
| Autor: | Mania, Michael, Tevzadze, Revaz |
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| Rok vydání: | 2020 |
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| Druh dokumentu: | Working Paper |
| Popis: | We describe the class of functions $f: R^n\to R^m$ which transform a vector Brownian Motion into a martingale and use this description to give martingale characterization of the general measurable solution of the multidimensional Cauchy functional equation. Comment: 12 pages |
| Databáze: | arXiv |
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