Chaotic expansion of powers and martingale representation (v1.5)
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References listed on IDEAS
- Susana Santos, 2003. "Social Accounting Matrices for Portugal in 1998-99. Modelling the effects of charges in government receipts and expenditures," Working Papers Department of Economics 2003/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
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KeywordsMartingale representation; stochastic integration; stable subspaces; power brackets; Teugels martingales; polynomial; chaos; Hilbert space direct sum decomposition; Levy processes; finite moements semimartingales; dense.;
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