On the power series representation of smooth conformal martingales

Nguyen Xuan-loc
1986 Nagoya mathematical journal  
We introduce here the notion of (stochastically) differentiable process with respect to a fixed conformal martingale and compute the remainder term of the Taylor expansion of the given process (Definition 1 and Proposition 3). An a-priori estimate in the L2-norm of the above mentioned remainder term is given and consequently a power series representation of smooth conformal martingales is obtained (Theorem 4).
doi:10.1017/s0027763000000556 fatcat:nmxbbcvorbecnikrz3nnr7gqk4