scientific article; zbMATH DE number 17119

MaRDI QIDQ3973813zbMATH OpenFDO

Authors Paul-André Meyer

Publication date 26 June 1992

zbMATH Keywords

structure equationmartingale chaotic representation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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• Chaotic representation property of certain Azéma martingales
• The chaotic representation property of compensated-covariation stable families of martingales
• On logarithmic Sobolev inequalities for normal martingales
• Chaotic Kabanov formula for the Azéma martingales

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