On the Predictable Representation Property of martingales associated with Lévy-processessated-Covariation Stable Families of Martingales

Research output: Other contributionOtherContributedpeer-review

Contributors

  • Paolo di Tella - (Author)
  • H.-J. Engelbert - (Author)

Details

Original languageEnglish
Volume87
Publication statusPublished - 2015
Peer-reviewedYes
No renderer: customAssociatesEventsRenderPortal,dk.atira.pure.api.shared.model.researchoutput.OtherContribution

Keywords

Keywords

  • Martingales, Lévy processes