The predictable representation property of compensated-covariation stable families of martingales (Q2790678)

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scientific article; zbMATH DE number 6551535
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The predictable representation property of compensated-covariation stable families of martingales
scientific article; zbMATH DE number 6551535

    Statements

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    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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