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zbMath0486.60069MaRDI QIDQ3946910

Jia-gang Wang

Publication date: 1981

Full work available at URL: http://www.numdam.org/item?id=SPS_1981__15__627_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Levy measure finitely many jumps in any finite time interval

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (3)

Martingale representation in progressively enlarged Lévy filtrations ⋮ BSDEs and log-utility maximization for Lévy processes ⋮ The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales

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