A martingale representation theorem for two independent semimartingales

DOI10.1080/17442509308833821zbMath0811.60032OpenAlexW2030849106MaRDI QIDQ4311568

Xingxiong Xue

Publication date: 19 April 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833821

zbMATH Keywords

martingale representation propertystochastic integralsemimartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (4)

Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case ⋮ MARTINGALE REPRESENTATIONS IN PROGRESSIVE ENLARGEMENT BY MULTIVARIATE POINT PROCESSES ⋮ Enlargement of filtration and predictable representation property for semi-martingales ⋮ On the propagation of the weak representation property in independently enlarged filtrations: the general case

This page was built for publication: A martingale representation theorem for two independent semimartingales