Abstract
The chaotic representation property is given a meaning and established for a class of martingales X defined on some stochastic interval [0, T] and having only finitely many jumps before T−∈.
Keywords
- Representation Property
- Predictable Process
- Jump Time
- Shift Transformation
- Integrable Martingale
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References
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© 1995 Springer-Verlag
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Dermoune, A. (1995). Chaoticity on a stochastic interval [0, T]. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094204
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DOI: https://doi.org/10.1007/BFb0094204
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