Chaotic representation property of certain Azéma martingales
Émery, Michel
Illinois J. Math., Tome 50 (2006) no. 1-4, p. 395-411 / Harvested from Project Euclid
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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 Azéma martingales.
Publié le : 2006-05-15
Classification:  60G44 
@article{1258059480,
     author = {\'Emery, Michel},
     title = {Chaotic representation property of certain Az\'ema martingales},
     journal = {Illinois J. Math.},
     volume = {50},
     number = {1-4},
     year = {2006},
     pages = { 395-411},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258059480}
}

Émery, Michel. Chaotic representation property of certain Azéma martingales. Illinois J. Math., Tome 50 (2006) no. 1-4, pp.  395-411. http://gdmltest.u-ga.fr/item/1258059480/