Square integrable martingales orthogonal to every stochastic integral

DOI10.1016/0304-4149(78)90034-0zbMath0376.60052OpenAlexW2012679885MaRDI QIDQ1245523

K. R. Parthasarathy

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90034-0

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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Cites Work

• Wiener functionals as Ito integrals
• On Square Integrable Martingales
• Correction Notes: Correction to "The Representation of Functionals of Brownian Motion by Stochastic Integrals"
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