A new approach to the martingale representation theorem (Q3647587): Difference between revisions

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-Patrick J. Fitzsimmons
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+Patrick J. Fitzsimmons
@@ Property / author: Patrick J. Fitzsimmons / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/17442500802343417
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@@ Property / OpenAlex ID @@
+W1983221514
@@ Property / OpenAlex ID: W1983221514 / rank @@
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@@ Property / cites work @@
+White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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@@ Property / cites work @@
+Correction Notes: Correction to "The Representation of Functionals of Brownian Motion by Stochastic Integrals"
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@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
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@@ Property / cites work @@
+Explicit form and robustness of martingale representations.
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@@ Property / cites work @@
+Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup>
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@@ Property / cites work @@
+On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I
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@@ links / mardi / name / links / mardi / name @@
+Publication:3647587