The property of predictable representation of the sum of independent semimartingales
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Publication:3933722
DOI10.1007/BF00537231zbMATH Open0476.60047OpenAlexW1999139171MaRDI QIDQ3933722FDOQ3933722
Authors: Shengwu He, Jia-gang Wang 
Publication date: 1982
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00537231
Cited In (11)
- On the propagation of the weak representation property in independently enlarged filtrations: the general case
- An example of martingale representation in progressive enlargement by an accessible random time
- On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization
- Rational hedging and valuation of integrated risks under constant absolute risk aversion.
- Martingale representation in progressively enlarged Lévy filtrations
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
- Martingale representations in progressive enlargement by the reference filtration of a semi-martingale: a note on the multidimensional case
- Indifference pricing for contingent claims: large deviations effects
- Thinning of Point Processes—Martingale Method
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
- Endogenous current coupons
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