A discrete approach to the chaotic representation property.

Michel Emery (1)

1 IRMA - Institut de Recherche Mathématique Avancée

For processes indexed by $f Z$ (instead of ${f R}_+$), an analogue of the chaotic representation property is introduced, and a sufficient (but far from necessary) condition for this property is given.

Mots clés: martingale; chaotic representation; "martingale; predictable representation; chaotic representation"

Domaines: Probabilités [math.PR]

Michel Emery. A discrete approach to the chaotic representation property.. 2000. ⟨hal-00129658⟩