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A martingale representation theorem for a class of jump processes

Published 23 Oct 2013 in math.PR | (1310.6286v1)

Abstract: We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.

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Authors (1)

  1. Samuel N. Cohen 

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