A new approach to the martingale representation theorem (Q3647587)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to the martingale representation theorem |
scientific article |
Statements
A new approach to the martingale representation theorem (English)
0 references
23 November 2009
0 references
stochastic integral representation
0 references
martingale representation
0 references
Sobolev space
0 references
stochastic Sobolev space
0 references
0 references
0 references
0 references
