On L2-projections on a space of stochastic integrals

Annals of Probability

Volumn 25, Issue 4, 1997, Pages 1810-1831

  Rheinländer, Thorsten ^a   Schweizer, Martin ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Kunita Watanabe decomposition; L2 projection; Semimartingales; Stochastic integrals; Variance optimal martingale measure; Weighted norm inequalities

Indexed keywords

EID: 0038967260     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1023481112     Document Type: Article

References (20)

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