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

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

Abstract

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

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© 2006 Springer-Verlag Berlin/Heidelberg

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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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