Open AccessRepresentation of Martingales with Jumps and Applications to Mathematical Finance
Author(s) -
Hiroshi Kunita
Publication year - 2019
Publication title -
advanced studies in pure mathematics
Language(s) - English
Resource type - Conference proceedings
eISSN - 2433-8915
pISSN - 0920-1971
DOI - 10.2969/aspm/04110209
Subject(s) - martingale representation theorem , martingale (probability theory) , mathematical finance , mathematics , doob's martingale inequality , brownian motion , stochastic process , representation (politics) , local martingale , representation theorem , measure (data warehouse) , poisson kernel , lévy process , mathematical economics , pure mathematics , geometric brownian motion , finance , computer science , diffusion process , economics , statistics , politics , political science , law , knowledge management , innovation diffusion , database