Add to ORKGWe study representations of a random variable $\xi$ as an integral of an adapted process with respect to the Lebesgue measure. The existence of such representations in two different regularity classes is characterized in terms of the quadratic variation of (local) martingales closed by $\xi$
Let X be a progressively measurable, almost surely right-continuous stochastic process such that Xτ∈...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a B...
In a fully general setting, we study the relation between martingale spaces under two locally absolu...
29 pagesGiven a process with independent increments $X$ (not necessarily a martingale) and a large c...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
Abstract. We investigate the existence of an absolutely continuous martingale measure. For continuou...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Let E be a real, separable Banach space and denote by $L^0(Ω,E)$ the space of all E-valued random ve...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
Let X be a progressively measurable, almost surely right-continuous stochastic process such that Xτ∈...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a B...
In a fully general setting, we study the relation between martingale spaces under two locally absolu...
29 pagesGiven a process with independent increments $X$ (not necessarily a martingale) and a large c...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
AbstractWe consider a Poisson process η on a measurable space equipped with a strict partial orderin...
Abstract. We investigate the existence of an absolutely continuous martingale measure. For continuou...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Let E be a real, separable Banach space and denote by $L^0(Ω,E)$ the space of all E-valued random ve...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
Let X be a progressively measurable, almost surely right-continuous stochastic process such that Xτ∈...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...