scientific article; zbMATH DE number 2046396

MaRDI QIDQ4451262zbMATH OpenFDO

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, https://eudml.org/doc/114105

zbMATH Keywords

chaos decompositionnon-commutative probabilityAzema martingale

Mathematics Subject Classification ID

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

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Cited in

(3)

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

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