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Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 1, Pages 99–130
DOI: https://doi.org/10.4213/tvp4607
(Mi tvp4607)
 

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
Full-text PDF (316 kB) Citations (6)
References:
Received: 22.07.2013
Revised: 22.02.2014
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 1, Pages 19–44
DOI: https://doi.org/10.1137/S0040585X97T98748X
Bibliographic databases:
Document Type: Article
Language: English
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
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4607
  • https://www.mathnet.ru/eng/tvp/v60/i1/p99
  • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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