The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales (Q2790678)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales |
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The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales (English)
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8 March 2016
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square integrable martingales
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orthogonal martingales
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stable subspaces
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predictable representation property
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compensated Poisson processes
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Lévy processes
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Teugels' martingales
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