On martingale chaoses

DOI10.1007/978-3-319-92420-5_13MaRDI QIDQ5126599zbMATH OpenOpenAlexFDO

Authors B. Rajeev

Publication date 20 October 2020

Published in Séminaire de Probabilités XLIX (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-92420-5_13

zbMATH Keywords

chaos expansionCRPmartingale representationPRPpure martingalesstochastic integral representation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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Cited in

(8)

• Chaos decomposition and property of predictable representation
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• The representation of conditional expectations for non-Gaussian noise
• scientific article; zbMATH DE number 17119 (Why is no real title available?)
• The homogeneous chaos from the standpoint of vector measures
• scientific article; zbMATH DE number 816101 (Why is no real title available?)
• The chaotic representation property of compensated-covariation stable families of martingales
• Martingale Representation Theorem and Chaos Expansion

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