The chaotic-representation property for a class of normal martingales

DOI10.1007/s00440-006-0052-zzbMath1130.60049OpenAlexW2091808232MaRDI QIDQ2642930

Stéphane Attal, Alexander C. R. Belton

Publication date: 6 September 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0052-z

zbMATH Keywords

Azéma martingalestructure equationpredictable-representation property

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integral equations (60H20)

Related Items

BSDEs driven by normal martingale, La martingale d’Azéma, Application of a Non-Conservativeness Criterion to the Lindblad Generator of the Azéma Martingale Semigroup, On the path structure of a semimartingale arising from monotone probability theory, Predictable representation for time inhomogeneous Lévy processes and BSDEs

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