Martingale spaces and representations under absolutely continuous changes of probability

DOI10.1214/19-ECP253zbMath1472.60061arXiv1810.12013MaRDI QIDQ2332990

Anna Aksamit, Claudio Fontana

Publication date: 6 November 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.12013

zbMATH Keywords

predictable representation propertynon-equivalent change of probability

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Stochastic integrals (60H05)

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