Martingale representations for functionals of Lévy processes (Q746050): Difference between revisions

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Revision as of 21:26, 10 July 2024

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Martingale representations for functionals of Lévy processes
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    Martingale representations for functionals of Lévy processes (English)
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    15 October 2015
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    martingale representation
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    stochastic integral representation
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    Lévy processes
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    chaos expansion
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    stochastic derivative
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