A martingale representation theorem for two independent semimartingales (Q4311568)
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scientific article; zbMATH DE number 679475
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A martingale representation theorem for two independent semimartingales |
scientific article; zbMATH DE number 679475 |
Statements
A martingale representation theorem for two independent semimartingales (English)
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19 April 1995
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stochastic integral
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martingale representation property
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semimartingale
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0.7909161448478699
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0.7901203036308289
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0.781977653503418
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