Timeline for Positive martingale representation with jumps
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| Apr 13, 2017 at 12:58 | history | edited | CommunityBot |
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| Jan 5, 2012 at 10:49 | comment | added | user20368 | Hi, What do you mean exactly by "martingale representation theorem for positive semimartingales" ? What is the filtration with respect to which you have martngales ? If it is a filtration generated by a semimartingale with jumps, you can take a look at theorem 204 p.177 of the book Theory of SDEs with jumps and applications, by Rong Situ. There's also in the same book the martingale representation property with respect to a (brownian and poisson point process)-filtration on p.68. | |
| Dec 12, 2011 at 13:22 | answer | added | Grzenio | timeline score: 1 | |
| Aug 16, 2011 at 20:37 | history | asked | Grzenio | CC BY-SA 3.0 |