X: 20, 422-431, LNM 511 (1976)
YAN, Jia-An; YOEURP, Chantha
Représentation des martingales comme intégrales stochastiques des processus optionnels (Martingale theory, Stochastic calculus)
An attempt to build a theory similar to the previsible representation property with respect to a basic local martingale, but using the optional stochastic integral instead of the standard one
Comment: Apparently this ``optional representation property'' has not been used since
Keywords: Optional stochastic integrals
Nature: Original
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