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On the chaotic representation property for martingales. (English) Zbl 1008.60507

Ibragimov, I. A. (ed.) et al., Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2-April 23, 1993. Amsterdam: Gordon and Breach Publishers. 155-166 (1996).
For the entire collection see [Zbl 0854.00018].

MSC:

60G44 Martingales with continuous parameter