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Explicit form and robustness of martingale representations

Explicit form and robustness of martingale representations.
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Report 01 Oct 2000Publisher:Institute of Mathematical StatisticsJournal:The Annals of Probability, volume 28 (issn: 0091-1798, Copyright policy )
Authors: Jacod, J.; Meleard, S.; Protter, P.;

doi: 10.1214/aop/1019160506

handle: 1813/9178

Explicit form and robustness of martingale representations

Abstract

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Keywords

Operations Research, martingale representation, Functional limit theorems; invariance principles, Stochastic integrals, technical report, Martingales with continuous parameter, stability, Finance etc., 510, 60H05, 60F17, Clark-Haussmann formula, Industrial Engineering, weak convergence, Clark –Haussmann formula, Martingales with discrete parameter, Martingale representation

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
26
Average
Top 10%
Average
Green
hybrid