Martingale Representation Theorem and Chaos Expansion

Shinzo Watanabe
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Shinzo Watanabe: Ritsumeikan University, Japan

Chapter 7 in Stochastic Processes and Applications to Mathematical Finance, 2006, pp 195-217 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractNo abstract received.

Keywords: Stochastic Processes; Mathematical Finance; Malliavin Calculus; Martingale Representation; Chaos Expansion; Levy Processes; Stable Processes; Stochastic Differential Equations; Stochastic Control (search for similar items in EconPapers)
Date: 2006
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