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On the power series representation of smooth conformal martingales
Published online by Cambridge University Press: 22 January 2016
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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).
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1986