Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales

Mansuy, Roger; Yor, Marc

doi:10.1007/3-540-32416-X_4

Roger Mansuy² &
Marc Yor²

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1873))

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Abstract

In this chapter, we still consider a filtered probability space.

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Laboratoire de Probabilités et Modéles Aléatoires, Université Paris VI Pierre et Marie Curie, 4 Place Jussieu - Casier 188, Paris Cedex 05, F-75252
Roger Mansuy & Marc Yor

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Roger Mansuy
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Marc Yor
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Mansuy, R., Yor, M. (2006). Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales. In: Random Times and Enlargements of Filtrations in a Brownian Setting. Lecture Notes in Mathematics, vol 1873. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-32416-X_4

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DOI: https://doi.org/10.1007/3-540-32416-X_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-29407-8
Online ISBN: 978-3-540-32416-4
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)

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