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August 1, 1967Nagoya Mathematical Journal632 citationsOpen Access

On Square Integrable Martingales

HKHiroshi KunitaSWShinzo Watanabe

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Abstract

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

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Kunita et al. (1967) studied this question.

synapsesocial.com/papers/6a83412ae70fdf012930e2a8https://doi.org/10.1017/s0027763000012484
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