Chaos decomposition and property of predictable representation

zbMath0668.60051MaRDI QIDQ1118255

Shengwu He, Jia-gang Wang

Publication date: 1989

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

martingale difference sequenceschaos decompositionpredictable representationstochastic multiple integral

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Markov processes (60J99)

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