Stochastic integral representation of some martingales
- 1 May 1977
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 58 (3) , 637-646
- https://doi.org/10.1016/0022-247x(77)90197-4
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Fields, Optionality and MeasurabilityAmerican Journal of Mathematics, 1965
- On the Decomposition of Continuous SubmartingalesTheory of Probability and Its Applications, 1965
- Decomposition of supermartingales: The uniqueness theoremIllinois Journal of Mathematics, 1963
- A decomposition theorem for supermartingalesIllinois Journal of Mathematics, 1962