Martingale representations for functionals of Lévy processes (Q746050)
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scientific article; zbMATH DE number 6494745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representations for functionals of Lévy processes |
scientific article; zbMATH DE number 6494745 |
Statements
Martingale representations for functionals of Lévy processes (English)
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15 October 2015
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martingale representation
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stochastic integral representation
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Lévy processes
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chaos expansion
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stochastic derivative
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0.9950383
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0.94126916
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0.92752147
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0.92285144
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0.9211602
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0.92086184
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0.9201382
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