scientific article

zbMath0982.60031MaRDI QIDQ2725600

Michel Émery

Publication date: 25 March 2002

Full work available at URL: http://www.numdam.org/item?id=SPS_2001__35__123_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

chaotic representation propertynormalized martingale increment (novation process)

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

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Discrete chaotic calculus and covariance identities ⋮ Replicating portfolio approach to capital calculation ⋮ Convergence theorems for generalized functional sequences of discrete-time normal martingales ⋮ Generalized weighted number operators on functionals of discrete-time normal martingales ⋮ Wick analysis for Bernoulli noise functionals ⋮ Characterization theorems for generalized functionals of discrete-time normal martingale ⋮ Stochastic analysis for obtuse random walks ⋮ Clark-Ocone formula for generalized functionals of discrete-time normal noises ⋮ Convergence theorems for operators sequences on functionals of discrete-time normal martingales ⋮ An alternative approach to Privault's discrete-time chaotic calculus ⋮ The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales ⋮ Quantum integral equations of Volterra type in terms of discrete-time normal martingale

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