On the predictable representation property of martingales associated with Lévy processes
Author:
Affiliation:
1. Institut für Mathematik, Friedrich-Schiller-Universität Jena, Ernst-Abbe-Platz 2, D-07743 Jena, Germany
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2014.932051
Reference24 articles.
1. Martingales on Jump Processes. I: Representation Results
2. The Representation of Functionals of Brownian Motion by Stochastic Integrals
3. The Representation of Martingales of Jump Processes
4. Stochastic integrals for martingales of a jump process with partially accessible jump times
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