scientific article; zbMATH DE number 2046396

zbMATH Open1059.46045MaRDI QIDQ4451262FDOQ4451262

Authors: David C. Kurtz 

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__457_0

Title of this publication is not available (Why is that?)

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• Atomic decompositions for noncommutative martingales
• Chaotic representation property of certain Azéma martingales
• Representation of infinite dimensional martingales

zbMATH Keywords

chaos decompositionnon-commutative probabilityAzema martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Noncommutative probability and statistics (46L53)

Cited In (3)

• Chaotic representation property of certain Azéma martingales
• The chaotic-representation property for a class of normal martingales
• Chaotic Kabanov formula for the Azéma martingales

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