On Martingale Chaoses

DOI10.1007/978-3-319-92420-5_13zbMath1452.60027OpenAlexW2887071817MaRDI QIDQ5126599

B. Rajeev

Publication date: 20 October 2020

Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-92420-5_13

zbMATH Keywords

PRPchaos expansionmartingale representationstochastic integral representationCRPpure martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

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