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On LP stochastic representations

Abstract
In this note we give a simpler but more powerful proof of the stochastic integral representation theorem.. Brownian motion Stochastic integration Lp representation

Publication details
Download http://www.sciencedirect.com/science/article/B6V1D-3YCN1NY-P/2/4bb68861940b3d71af6fcf77fa95c8bb
Repository RePEc (Germany)
Type article