Explicit form and robustness of martingale representations.

DOI10.1214/aop/1019160506zbMath1044.60042OpenAlexW1988125347MaRDI QIDQ1872167

Jean Jacod, Sylvie Méléard, Philip E. Protter

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1019160506

zbMATH Keywords

stabilityweak convergencemartingale representationClark-Haussmann formula

Mathematics Subject Classification ID

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• From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹

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