Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals

DOI10.1137/1118040zbMath0316.60039OpenAlexW2010107477MaRDI QIDQ4077309

Youri M.Kabanov

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118040

Mathematics Subject Classification ID

Stochastic integrals (60H05) Markov processes (60J99)

Related Items (2)

Unnamed Item ⋮ The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales

This page was built for publication: Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals