A property of two-parameter martingales with path-independent variation
نویسندگان
چکیده
منابع مشابه
Predictable Representation Property of Some Hilbertian Martingales
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1987
ISSN: 0304-4149
DOI: 10.1016/0304-4149(87)90026-3