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ArticleA short proof of a martingale representation result

Robert James Elliott1988

Article1988

A short proof of a martingale representation result

Robert James Elliott · Michael Kohlmann

21 citations·0/0 files stored·Statistics & Probability Letters

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1986Stochastic Calculus and Applications.1983STOCHASTIC CALCULUS AND APPLICATIONS 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals 1984Stochastic Calculus and Applications.1980On the integral representation of functionals of ltd processest 1980Functionals of diffusion processes as stochastic integrals

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Year1988

Typearticle

Published1988-04-01

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0167-7152(88)90008-9

openalex_workW1972945582

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