Illinois Journal of Mathematics · 1975 · 19 citations · 1 references
Natural SciencesMathematicsFinancial EconomicsProbability TheoryStochastic ProcessesBrownian MotionLévy ProcessesMarkov ProcessesMeasure-theoretic ProbabilityWeak ConvergenceMartingale Representation
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On the Representation of Semimartingales
Hans Föllmer · The Annals of Probability · 1973 · 47 citations · Full text