On the predictable representation property of martingales associated with Lévy processes

DOI10.1080/17442508.2014.932051zbMATH Open1320.60104OpenAlexW2163854280MaRDI QIDQ5265780FDOQ5265780

P. Di Tella, H.-J. Engelbert

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://www.db-thueringen.de/receive/dbt_mods_00023407

zbMATH Keywords

martingalesPoisson random measurestable subspacespredictable representation propertyLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52) Stochastic integrals (60H05)

Cites Work

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• Stochastic Integrals of Continuous Local Martingales, I
• Stochastic Integrals of Continuous Local Martingales, II

Cited In (6)

• Title not available (Why is that?)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples
• Martingale representations for functionals of Lévy processes
• Predictable representation for time inhomogeneous Lévy processes and BSDEs
• Adaptation of a population to a changing environment in the light of quasi-stationarity
• Title not available (Why is that?)

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