Keywords
- Stochastic Integral
- Filter Probability Space
- Radon Nikodym Theorem
- Canonical Anticommutation Relation
- Nikodym Theorem
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References
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Barnett, C., Streater, R.F. and Wilde, I.F.: The Itô-Clifford integral. IV: A Radon Nikodym theorem and bracket processes, J. Operator Theory 11, 255–271 (1984).
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Kopp, P.E.: Martingales and stochastic integrals, Camb. Univ. Press, London, 1984.
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© 1985 Springer-Verlag
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Barnett, C., Wilde, I.F. (1985). The Doob-Meyer decomposition for the square of Itô-Clifford L2-martingales. In: Accardi, L., von Waldenfels, W. (eds) Quantum Probability and Applications II. Lecture Notes in Mathematics, vol 1136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074460
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DOI: https://doi.org/10.1007/BFb0074460
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