On a certain martingale representation and the related Infinite dimensional moment problem

DOI10.1007/s13160-023-00618-2zbMath1528.60035OpenAlexW4387400109MaRDI QIDQ6179936

Yuma Tamura

Publication date: 18 January 2024

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-023-00618-2

zbMATH Keywords

moment problemchaos expansionexponential martingalemartingale representation theorem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Moment problems (44A60)

Cites Work

• Moment problems in an infinite number of variables
• Unnamed Item

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