On the predictable representation property of martingales associated with Lévy processes

DOI10.1080/17442508.2014.932051zbMath1320.60104OpenAlexW2163854280MaRDI QIDQ5265780

Paolo Di Tella, Hans-Jürgen Engelbert

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://www.db-thueringen.de/receive/dbt_mods_00023407

zbMATH Keywords

Lévy processesmartingalesPoisson random measurestable subspacespredictable representation property

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57) Stable stochastic processes (60G52)

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