Functional Ito calculus and stochastic integral representation of martingales

File(s)

1002.2446v5.pdf (285.43 KB)

Published version

Show more

Author(s)

Cont, R

Fournie, D-A

Type

Journal Article

Editor(s)

Burdzy, K

Date Issued

2013-02-20

URI

http://hdl.handle.net/10044/1/10537

DOI

http://dx.doi.org/10.1214/11-AOP721

ISSN

0091-1798

Publisher

Institute of Mathematical Statistics

Start Page

109

End Page

133

Journal / Book Title

Annals of Probability

Volume

41

Issue

1

Copyright Statement

2013 © Institute of Mathematical Statistics

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Description

20.02.13 KB. Publisher permits the published version to be added. Sherpa/IMS

Identifier

http://projecteuclid.org/euclid.aop/1358951982

http://arxiv.org/abs/1002.2446v4

Notes

23 pages. Shortened version, final revision before publication

Publication Status

Published

Publisher URL

http://projecteuclid.org/euclid.aop/1358951982