Stability results for martingale representations: The general case (Q5240180)

scientific article; zbMATH DE number 7121894

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English	Stability results for martingale representations: The general case	scientific article; zbMATH DE number 7121894

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instance of

scholarly article

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title

Stability results for martingale representations: The general case (English)

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author

Antonis Papapantoleon

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Dylan Possamaï

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Alexandros Saplaouras

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published in

Transactions of the American Mathematical Society

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publication date

24 October 2019

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full work available at URL

https://arxiv.org/abs/1806.01172

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zbMATH Keywords

martingale representations

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stability results

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varying filtrations

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quasi left continuity

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predictable representation property

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Skorokhod topology

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1447.60059

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DOI

10.1090/tran/7880

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5240180