On \(L^ p\) stochastic representations

DOI10.1016/0167-7152(94)00175-8zbMath0836.60060OpenAlexW1986030693MaRDI QIDQ1903164

Yanyan Li

Publication date: 22 April 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00175-8

zbMATH Keywords

Brownian motionstochastic integralsstochastic \(p\)-integral representation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

• On a stopped Doob's inequality and general stochastic equations
• Stochastic integration and \(L^ p-\)theory of semimartingales
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