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Set valued Aumann–Pettis integrable martingale representation theorem and convergence
Annals of Functional Analysis
◽
10.1007/s43034-020-00082-w
◽
2020
◽
Vol 11
(4)
◽
pp. 1236-1256
Author(s):
M’hamed El-Louh
◽
Fatima Ezzaki
◽
Khalid Tahri
Keyword(s):
Representation Theorem
◽
Martingale Representation
◽
Integrable Martingale
◽
Martingale Representation Theorem
Download Full-text
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◽
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◽
10.1201/9781351227421-2
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A Proposition on the Martingale Representation Theorem and on the Approximate Hedging of Financial Contingent Claims
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10.2139/ssrn.1655646
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The Itô Formula and the Martingale Representation Theorem
Universitext - Stochastic Differential Equations
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10.1007/978-3-642-14394-6_4
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A martingale representation theorem for two independent semimartingales
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◽
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Mathematical Notes
◽
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◽
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◽
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