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This article is cited in 6 scientific papers (total in 6 papers)
The predictable representation property of compensated-covariation stable families of martingales
P. Di Tellaa, H.-J. Engelbertb a Humboldt University, Berlin
b Friedrich-Schiller-Universität, Fakultät für Mathematik und Informatik, Institut
für Stochastik
Received: 22.07.2013 Revised: 22.02.2014
Citation:
P. Di Tella, H.-J. Engelbert, “The predictable representation property of compensated-covariation stable families of martingales”, Teor. Veroyatnost. i Primenen., 60:1 (2015), 99–130; Theory Probab. Appl., 60:1 (2016), 19–44
Linking options:
https://www.mathnet.ru/eng/tvp4607https://doi.org/10.4213/tvp4607 https://www.mathnet.ru/eng/tvp/v60/i1/p99
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