The predictable representation property of compensated-covariation stable families of martingales (Q2790678)
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scientific article; zbMATH DE number 6551535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The predictable representation property of compensated-covariation stable families of martingales |
scientific article; zbMATH DE number 6551535 |
Statements
8 March 2016
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square integrable martingales
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orthogonal martingales
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stable subspaces
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predictable representation property
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compensated Poisson processes
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Lévy processes
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Teugels' martingales
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The predictable representation property of compensated-covariation stable families of martingales (English)
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