{"entities":{"Q1381569":{"pageid":1392309,"ns":120,"title":"Item:Q1381569","lastrevid":43068560,"modified":"2025-07-17T10:19:09Z","type":"item","id":"Q1381569","labels":{"en":{"language":"en","value":"On \\(L^2\\)-projections on a space of stochastic integrals"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1130487"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$74049E22-0B16-4E74-9020-AD101E1B3F5D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2360acb20159b74304f945188a37bf436e1fa1b1","datavalue":{"value":{"text":"On \\(L^2\\)-projections on a space of stochastic integrals","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1381569$1F91594C-8198-455F-B865-E826A36A91A2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"edbf9267d65404225c8e0800cd56cba2bdad6e6b","datavalue":{"value":"0895.60051","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$D3BA7733-5320-40DE-A151-AC915CDF28E5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ee9f82e79a4e8abaa3d900677d94ff1d86bf3509","datavalue":{"value":{"entity-type":"item","numeric-id":253097,"id":"Q253097"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$286E2E3A-D46A-4C03-AFD8-C26C8C79A4F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"acc7bf8e8f7315389d6dd84959872875f731f375","datavalue":{"value":{"entity-type":"item","numeric-id":190752,"id":"Q190752"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$F1061051-B896-4751-BB38-9E3C7A5E5197","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$E8AE447D-E734-4ED8-A983-47F700C8D551","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f7019c1ea0535797fb0f7272fc1976e1054b3891","datavalue":{"value":{"time":"+1998-09-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1381569$70D03F60-95DE-4D59-9A44-3CB38AAB5F36","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6ecda57db2af2071fe5b8e19dc32bae717e1e723","datavalue":{"value":"Let \\(X\\) be a vector-valued semimartingale, \\(\\Theta\\) be the space of all predictable processes \\(\\vartheta\\) such that the stochastic integral \\(\\vartheta\\cdot X\\) is a square-integrable martingale. A recent paper by \\textit{Delbaen} et al. [Finance Stochastics 1, No. 3 (1997)], gives necessary and sufficient conditions that the set \\(G_T(\\Theta)\\) of the terminal values of this martingales is a closed subspace in \\(L^2\\). The authors describe the structure of the projection on \\(G_T(\\Theta)\\) of an arbitrary \\({\\mathcal F}_T\\)-measurable random variable \\(H\\in L^2\\) and prove that under a certain condition the resulting integrand \\(\\vartheta ^H\\in \\Theta\\) can be written in a feedback form. The proofs use the variance-optimal martingale measure and weighted norm inequalities. The results have applications in the theory of mean-variance hedging for incomplete markets.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1381569$76FF202E-15D7-4220-AF04-985BBCD24E89","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"88c8d0405ee76c2940780cfb4e0febabc9eae933","datavalue":{"value":"60G48","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$39018FAD-2CA5-4260-8743-521AF405D447","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$5D5D246A-2960-4A3E-82CF-2797B77DD2D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$FC1EA422-C12F-434E-A335-7B28A30DE431","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f5547fbe590a87af56971bdc6b89d2acb6b2a2c4","datavalue":{"value":"1130487","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$2F7DAB79-55E6-4CF8-A63E-0A66E39E8377","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5d617ae900ecd9b207a37c0b4bcb96b357d446a8","datavalue":{"value":"semimartingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1381569$88EDD51D-E3C0-47D7-8C48-3CCA2B8B7A60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72735965535db158b4a353b1e3d9822ecc38976e","datavalue":{"value":"martingale measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q1381569$1A69D017-B1CD-4530-92B5-EFD5407292B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"97baf2a38dac996a569afe6b1ef9b3e51303351c","datavalue":{"value":"weighted norm inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q1381569$F6FCED69-5CC5-42E6-9946-EB56C28926E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"180be22a92222bebc30c495731f6eeecf42242a2","datavalue":{"value":"Kunita-Watanabe decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q1381569$F38752F1-4D95-4DF6-8080-BD94D52DA0BE","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"1c62ad09dad00679742e71ebb7d513ada713f8f6","datavalue":{"value":{"entity-type":"item","numeric-id":1579535,"id":"Q1579535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$695C4AF7-471B-4AFD-BAFE-6E4454CBC1D2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$5EB7A587-4A64-48B6-B54C-DD9821048C03","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"149e84dd29bc3c05b169ffe5d310c7eea7c72d08","datavalue":{"value":"https://doi.org/10.1214/aop/1023481112","type":"string"},"datatype":"url"},"type":"statement","id":"Q1381569$952311C3-2E89-4B5A-ACA9-2E59F3C16234","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0b2d2a308fcec6b0b91e61420227fc92f71dd1b2","datavalue":{"value":"W2007238879","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$AE0CA228-C17E-490D-B86B-46B53E256374","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"906484ab4bf5ce59cdf6c753ee5054dc75c9140b","datavalue":{"value":{"entity-type":"item","numeric-id":4279442,"id":"Q4279442"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$0B70DB6B-03FD-4E03-93CB-F9D19B83F238","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f83b3a94698111607f33113702e2197efcf77c5c","datavalue":{"value":{"entity-type":"item","numeric-id":3868541,"id":"Q3868541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$6655FAB3-CDD7-4ADD-AB03-0F8D390070D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c07e2452a0a11963e5870e5ae1e02de918d72c6","datavalue":{"value":{"entity-type":"item","numeric-id":1267815,"id":"Q1267815"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$E22113FB-C051-4E24-B41D-62106B7C7BAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d2eb3fffae056dd2d093bed9474b11b405b0e149","datavalue":{"value":{"entity-type":"item","numeric-id":1915163,"id":"Q1915163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$57C4B54B-114D-4981-A55E-77CBCAB8E1D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b69fc30fb9dd15b4249170f39bc84de55c665b4","datavalue":{"value":{"entity-type":"item","numeric-id":3957683,"id":"Q3957683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$AD57D3AD-FBD0-4BD5-97B8-63B1DBAC8C4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcb5bd475d2b51eb5e7cee07e13ca77d3a369cbb","datavalue":{"value":{"entity-type":"item","numeric-id":4192746,"id":"Q4192746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$2905F91F-8468-4332-9D87-9D37BEC46E38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b192a9df3ad15ce18a3f056e042db219da098eff","datavalue":{"value":{"entity-type":"item","numeric-id":1174786,"id":"Q1174786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$80075BAB-9467-4841-B980-67DB9EF92843","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e8460abcc4ac52b0cebba5457b6b849c8534c01","datavalue":{"value":{"entity-type":"item","numeric-id":4192768,"id":"Q4192768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$6894946A-F49F-4ABC-8CE2-D4999A43E23E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb9016e64f2a482b2d8958501e11a6ec066a6bdc","datavalue":{"value":{"entity-type":"item","numeric-id":4213415,"id":"Q4213415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$6F7485CC-08F1-4056-B9C5-DD004E9E677D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59b6aa07e81ad683d599a58af22300e119ff745f","datavalue":{"value":{"entity-type":"item","numeric-id":4194221,"id":"Q4194221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$78E8BD66-B95E-469C-A806-56509F704513","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"46cf06f20796945a090967f08f02278cbf2ac100","datavalue":{"value":{"entity-type":"item","numeric-id":1381310,"id":"Q1381310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$82CAE29B-0917-4BC3-9DA9-84AD9717E3BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1b4b5ff32f1123bdc40c989182baea6b4c2ab98","datavalue":{"value":{"entity-type":"item","numeric-id":3996259,"id":"Q3996259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$EC3609E3-A659-4B79-BB4C-EBEC3B6CE661","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"72c6151008af30b15dc5c866f3cd42153120f099","datavalue":{"value":{"entity-type":"item","numeric-id":1345608,"id":"Q1345608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$48D27A29-C521-4697-A3BE-4F7D22175538","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5bafc827c1716145a847340ecdcf9054b2d79d9c","datavalue":{"value":{"entity-type":"item","numeric-id":1922074,"id":"Q1922074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1381569$A9C38987-3438-4B08-8E9A-AAA33087D1B2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b76a69d756421bba5962deaea2d5e4088a55feb7","datavalue":{"value":"10.1214/AOP/1023481112","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1381569$BCF059FF-2364-4209-AE96-05A108FBA2FD","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"027006756509fa5be7ed51e2fc09f60a073ebad5","datavalue":{"value":{"entity-type":"item","numeric-id":2769702,"id":"Q2769702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"20b9a23a40a8930c9351aaaf1ff9edd4b08d6123","datavalue":{"value":{"amount":"+0.9207226","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$0ED5C343-AC23-490E-844A-C88E1D833FEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be597038d583e5ac93888b7032cb7fcf39d39daa","datavalue":{"value":{"entity-type":"item","numeric-id":3984794,"id":"Q3984794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9f622a425ecea21de2d2e83caa4092f57eee621e","datavalue":{"value":{"amount":"+0.907849","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$35B5B286-8D46-40DB-8EFC-E0F4429D72AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d877f7bdb4300bd6dcfe40db089363e5dad942d6","datavalue":{"value":{"entity-type":"item","numeric-id":979205,"id":"Q979205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8218f885e2a1920c3b0074b6f2a499bc04e11164","datavalue":{"value":{"amount":"+0.90562284","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$2FB9ED52-7BAB-407A-B3C9-0BF2A4A40888","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ef4e2427d90e794a85b60ffe5f623bd38b83cdd2","datavalue":{"value":{"entity-type":"item","numeric-id":3706261,"id":"Q3706261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ebd154f359bb121b687766f516e5d24a8c72062f","datavalue":{"value":{"amount":"+0.9001749","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$60FAFF53-A32E-409D-B8DB-41759384D3F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dfa8eac6c36ba4ffdf7bd14d71cce87671c68014","datavalue":{"value":{"entity-type":"item","numeric-id":3756206,"id":"Q3756206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5c794e76d0e6b4fd77c170a69e0a86633cef7851","datavalue":{"value":{"amount":"+0.89967144","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$E88F2E90-F089-47E1-A256-E666F180A7BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"21c7806f033deb0906f50455cd173070d813253f","datavalue":{"value":{"entity-type":"item","numeric-id":2640997,"id":"Q2640997"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ed446e302f77869bc88701bfddc13c118a44752","datavalue":{"value":{"amount":"+0.89708805","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$C7F2DC5E-A73E-4BAB-AB81-CCF8FDF7F280","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dda010b6a680f6ebf5f33952a95f861a61faaf6a","datavalue":{"value":{"entity-type":"item","numeric-id":4678733,"id":"Q4678733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a0d2c19a2cf07c1c1691f579b226df64a4dda99","datavalue":{"value":{"amount":"+0.895303","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1381569$4EDF2F8A-3691-46DF-938A-27EEC5864E6E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1381569","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1381569"}}}}}