The predictable representation property of compensated-covariation stable families of martingales
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 1, pp. 99-130
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
@article{TVP_2015_60_1_a4,
     author = {P. Di Tella and H.-J. Engelbert},
     title = {The predictable representation property of compensated-covariation stable families of martingales},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {99--130},
     publisher = {mathdoc},
     volume = {60},
     number = {1},
     year = {2015},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2015_60_1_a4/}
}
                      
                      
                    TY - JOUR AU - P. Di Tella AU - H.-J. Engelbert TI - The predictable representation property of compensated-covariation stable families of martingales JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2015 SP - 99 EP - 130 VL - 60 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2015_60_1_a4/ LA - en ID - TVP_2015_60_1_a4 ER -
%0 Journal Article %A P. Di Tella %A H.-J. Engelbert %T The predictable representation property of compensated-covariation stable families of martingales %J Teoriâ veroâtnostej i ee primeneniâ %D 2015 %P 99-130 %V 60 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2015_60_1_a4/ %G en %F TVP_2015_60_1_a4
P. Di Tella; H.-J. Engelbert. The predictable representation property of compensated-covariation stable families of martingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 1, pp. 99-130. http://geodesic.mathdoc.fr/item/TVP_2015_60_1_a4/
