A discrete approach to the chaotic representation property.
Emery, Michel
HAL, hal-00129658 / Harvested from HAL
For processes indexed by $f Z$ (instead of ${f R}_+$), an analogue of the chaotic representation property is introduced, and a sufficient (but far from necessary) condition for this property is given.
Publié le : 2000-07-05
Classification:  martingale,  chaotic representation,  "martingale,  predictable representation,  chaotic representation",  60G44, 60G42,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00129658,
     author = {Emery, Michel},
     title = {A discrete approach to the chaotic representation property.},
     journal = {HAL},
     volume = {2000},
     number = {0},
     year = {2000},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00129658}
}
Emery, Michel. A discrete approach to the chaotic representation property.. HAL, Tome 2000 (2000) no. 0, . http://gdmltest.u-ga.fr/item/hal-00129658/