David Baker
Author
Alternate names David Baker, Baker David, B. David
Past institutions Laboratoire de Probabilités et Modèles Aléatoires, Centre National de la Recherche Scientifique, Sorbonne Université
H-index: 3
I10-index: 2
Works count: 5
Citations count: 56
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
2009 · David Baker, Marc Yor · Electronic Journal of Probability
A Sequence of Albin Type Continuous Martingales with Brownian Marginals and Scaling
2010 · Catherine Donati-Martin, David Baker, et al. · Lecture notes in mathematics
Martingales with specified marginals
2012 · David Baker · HAL (Le Centre pour la Communication Scientifique Directe)