On Martingale Chaoses

Rajeev, B

Rajeev, B (reprint author), Indian Stat Inst, Bangalore Ctr, Stat & Math Unit, Bangalore, Karnataka, India.

SEMINAIRE DE PROBABILITES XLIX, 2018; 2215 (): 475

Abstract

We extend Wiener's notion of 'homogeneous' chaos expansion of Brownian functionals to functionals of a class of continuous martingales via a notion of......

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