Stochastic integral representation of some martingales

DOI10.1016/0022-247X(77)90197-4zbMath0381.60041MaRDI QIDQ1248276

K. Appert

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (1)

A representation formula for poisson functionals

Cites Work

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• Conformal martingales
• On representations of martingales
• A decomposition theorem for supermartingales
• Decomposition of supermartingales: The uniqueness theorem
• Processus de Markov
• Extrapolation and interpolation of quasi-linear operators on martingales
• On the Decomposition of Continuous Submartingales
• On Square Integrable Martingales
• Fields, Optionality and Measurability
• ON CONTINUOUS MARTINGALES
• The Representation of Functionals of Brownian Motion by Stochastic Integrals

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