On the Predictable Representation Property of Martingales Associated with Lévy Processes

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Paolo Di Tella - , Friedrich Schiller University Jena (Author)
  • Hans-Jürgen Engelbert - , Friedrich Schiller University Jena (Author)

Details

Original languageEnglish
Pages (from-to)170-184
Journal Stochastics : an international journal of probability and stochastic processes
Volume87
Issue number1
Publication statusPublished - 2015
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 84923126853

Keywords

Keywords

  • Martingales, Lévy processes