A Representation for Some Martingales

DOI10.1137/1121071zbMATH Open0364.60079OpenAlexW2081896979MaRDI QIDQ4139416FDOQ4139416

Authors: L. Galtchouk 

Publication date: 1976

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1121071

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (1)

• The predictable representation property of compensated-covariation stable families of martingales

This page was built for publication: A Representation for Some Martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4139416)