On LP stochastic representations

S. J. Lin

Statistics & Probability Letters, 1995, vol. 24, issue 3, 225-227

Abstract: In this note we give a simpler but more powerful proof of the stochastic integral representation theorem.

Keywords: Brownian; motion; Stochastic; integration; Lp; representation (search for similar items in EconPapers)
Date: 1995
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