A discrete approach to the chaotic representation property

Michel Émery

Séminaire de probabilités de Strasbourg (2001)

  • Volume: 35, page 123-138

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Émery, Michel. "A discrete approach to the chaotic representation property." Séminaire de probabilités de Strasbourg 35 (2001): 123-138. <http://eudml.org/doc/114053>.

@article{Émery2001,
author = {Émery, Michel},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {normalized martingale increment (novation process); chaotic representation property},
language = {eng},
pages = {123-138},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A discrete approach to the chaotic representation property},
url = {http://eudml.org/doc/114053},
volume = {35},
year = {2001},
}

TY - JOUR
AU - Émery, Michel
TI - A discrete approach to the chaotic representation property
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 123
EP - 138
LA - eng
KW - normalized martingale increment (novation process); chaotic representation property
UR - http://eudml.org/doc/114053
ER -

References

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  1. [1] M. Émery. Quelques cas de représentation chaotique. Séminaire de Probabilités XXV, Lecture Notes in Mathematics1485, Springer1991. Zbl0754.60043MR1187765
  2. [2]. M. Émery. On the chaotic representation property for martingales. Probability theory and Mathematical Statistics. Lectures presented at the semester held in St-Petersburg, Russia, March 2 - April 23, 1993. Gordon and Breach, 1996. Zbl1008.60507MR1661701
  3. [3] D. Revuz & M. Yor. Continuous Martingales and Brownian Motion. Springer-Verlag, 1999. Zbl0917.60006
  4. [4] G. Taviot. Martingales et équations de structure : étude géométrique. Thèse, Université de Strasbourg I, 1999. Zbl0953.60022MR1736397
  5. [5] A.M. Vershik. The theory of decreasing sequences of measurable partitions. St. Petersburg Math. J.6, 705-761, 1995. Zbl0853.28009MR1304093

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