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Stochastic integral representation of martingales has been undergoing a renaissance dueto questions motivated by Stochastic Finance theory. In the Brownian case one usuallyhas formulas (of differing degrees of exactness) for the predictable integrands. We extendsome of these to Markov cases where one does not necessarily have stochastic integralrepresentation of all martingales. Moreover we study various convergence questions thatarise naturally from (for example) approximations of "price...

Explicit form and robustness of martingale representations