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   Articles with "martingale representations" as a keyword



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Stability results for martingale representations: The general case

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recommendations! Published in 2019 at "Transactions of the American Mathematical Society"

DOI: 10.1090/tran/7880

Abstract: In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales, each adapted to its own filtration, and a sequence of random variables… read more here.

Keywords: stability results; general case; martingale representations; results martingale ... See more keywords