Chaotic representation property of certain Azema martingales

被引：5

作者：

Emery, Michel ^{[1
]}

机构：

[1] Inst Rech Math Avancee, F-67084 Strasbourg, France

来源：

ILLINOIS JOURNAL OF MATHEMATICS | 2006年 / 50卷 / 02期

关键词：

D O I：

10.1215/ijm/1258059480

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

An open problem in martingale theory is to characterize the normal martingales having the chaotic representation property. This property is shown to hold for certain families of multidimensional Azema martingales.

引用

页码：395 / 411

页数：17

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