✦ LIBER ✦

The property of predictable representation of the sum of independent semimartingales

✍ Scribed by He Sheng Wu; Wang Jia Gang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Semimartingale Representation of the Log

✍ Yu. N. Lin'kov; O. A. Nikolaeva 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 118 KB

Canonical representation of weak semimar

✍ Yu. S. Mishura 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 452 KB

Continuous functions representable as su

✍ S. D. Chatterji 📂 Article 📅 1969 🏛 Springer 🌐 English ⚖ 152 KB

The supermartingale property of the opti

✍ Sara Biagini; Marco Frittelli 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 241 KB

On a property of sums of independent var

✍ E. M. Nikishin 📂 Article 📅 1974 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 123 KB

On the Distribution of Sums of Independe

✍ Stefano Favaro; Stephen G. Walker 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 331 KB