Representation of martingale-preserving endomorphisms of Wiener space (Q1897114)
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scientific article; zbMATH DE number 796406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of martingale-preserving endomorphisms of Wiener space |
scientific article; zbMATH DE number 796406 |
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Representation of martingale-preserving endomorphisms of Wiener space (English)
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26 November 1995
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Brownian motion
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endomorphisms
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martingale
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isometry
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conditional expectations
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0.777339518070221
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0.7773392200469971
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