✦ LIBER ✦

A New Martingale Representation Theorem (Discrete Time)

✍ Scribed by N. S. Boyarintseva; V. M. Khametov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time-space polynomial martingales cenera

✍ A. Goswami; Arindam Sengupta 📂 Article 📅 1995 🏛 Springer US 🌐 English ⚖ 704 KB

In discrete time a local martingale is a

✍ Yuri Kabanov 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 219 KB

A Discrete Time Equivalent Martingale Me

✍ Robert J. Elliott; Dilip B. Madan 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 216 KB

Analysis and Filtration of Special Discr

✍ A. V. Borisov; G. B. Miller 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 146 KB

Local martingales and the fundamental as

✍ J. Jacod; A.N. Shiryaev 📂 Article 📅 1998 🏛 Springer-Verlag 🌐 English ⚖ 185 KB

A Course in Stochastic Processes || Disc

✍ Bosq, Denis; Nguyen, Hung T. 📂 Article 📅 1996 🏛 Springer Netherlands ⚖ 1003 KB