On the representation of semimartingales

DOI10.1214/aop/1176996887zbMath0265.60044OpenAlexW2000332988MaRDI QIDQ2561935

Hans Föllmer

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aop/1176996887

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic processes (60G99)

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