The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X97T98748X
Reference17 articles.
1. Martingales on Jump Processes. I: Representation Results
2. The Representation of Functionals of Brownian Motion by Stochastic Integrals
3. The Multiplicity of an Increasing Family of $\Sigma$-Fields
4. The Representation of Martingales of Jump Processes
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