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On Martingale Chaoses - MaRDI portal

On Martingale Chaoses (Q5126599)

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scientific article; zbMATH DE number 7262373
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English
On Martingale Chaoses
scientific article; zbMATH DE number 7262373

    Statements

    title
    On Martingale Chaoses (English)
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    author
    B. Rajeev
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    publication date
    20 October 2020
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    zbMATH Keywords
    martingale representation
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    stochastic integral representation
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    chaos expansion
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    CRP
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    PRP
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    pure martingales
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H10
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    60H05
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    zbMATH DE Number
    7262373
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    OpenAlex ID
    W2887071817
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