Semimartingale integral representation
نویسندگان
چکیده
منابع مشابه
Integral Representation without Additivity
Let J be a norm-continuous functional on the space B of bounded E-measurable real valued functions on a set S, where S is an algebra of subsets of S. Define a set function v on £ by : v(E) equals the value of I at the indicator function of E. For each a in B let /0 coo (v(a > a) v(S)) da+ v(a > a) da. -oo Jo Then / = J on B if and only if I(b + c) = 1(b) + 1(c) whenever (b(s) b(t))(c(s) c(t)) >...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1997
ISSN: 0091-1798
DOI: 10.1214/aop/1024404427