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On Square Integrable Martingales

Published online by Cambridge University Press:  22 January 2016

Hiroshi Kunita and
Shinzo Watanabe
Hiroshi Kunita
Affiliation:
University of Illinois, Nagoya University and Stanford University, Kyoto University
Shinzo Watanabe
Affiliation:
University of Illinois, Nagoya University and Stanford University, Kyoto University
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Theory of real and time continuous martingales has been developed recently by P. Meyer [8, 9]. Let be a square integrable martingale on a probability space P. He showed that there exists an increasing process ‹X›t such that

Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 30 , August 1967, pp. 209 - 245
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1966

References

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