Stochastic integral representation of some martingales

Author:

Al-Hussaini A.N

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference17 articles.

1. On representations of martingales;Al-Hussaini;J. Math. Kyoto Univ.,1974

2. Extrapolation and interpolation of quasi-linear operators on martingales;Burkholder;Acta Math.,1970

3. Fields, optionality and measurability;Chung;Amer. J. Math.,1965

4. Conformal martingales;Gettor;Invent. Math.,1972

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A representation formula for poisson functionals;Stochastics and Stochastic Reports;1994-11

2. Stochastic Integrals of Continuous Local Martingales, I;Mathematische Nachrichten;1980

3. A probabilistic approach to the representation problem of martingales as stochastic integral;Lecture Notes in Control and Information Sciences

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