scientific article; zbMATH DE number 3896022

MaRDI QIDQ3675265zbMATH OpenFDO

Authors Darrell Duffie

Publication date 1985

Full work available at URL http://www.numdam.org/item?id=SPS_1985__19__278_0, https://eudml.org/doc/113524

zbMATH Keywords

canonical decompositionmartingale generatormultiplicitypredictable representation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cited in

(4)

• Some time change representations of stable integrals, via predictable transformations of local martingales
• Martingale spaces and representations under absolutely continuous changes of probability
• Martingale field transformations under a change of probability measure
• Predictable representation property of some Hilbertian martingales

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