Matches in DBpedia 2015-10 for { <http://dbpedia.org/resource/Martingale_representation_theorem> ?p ?o }
Showing triples 1 to 46 of
46
with 100 triples per page.
- Martingale_representation_theorem abstract "In probability theory, the martingale representation theorem states that a random variable that is measurable with respect to the filtration generated by a Brownian motion can be written in terms of an Itô integral with respect to this Brownian motion.The theorem only asserts the existence of the representation and does not help to find it explicitly; it is possible in many cases to determine the form of the representation using Malliavin calculus.Similar theorems also exist for martingales on filtrations induced by jump processes, for example, by Markov chains.".
- Martingale_representation_theorem wikiPageID "3758605".
- Martingale_representation_theorem wikiPageLength "3169".
- Martingale_representation_theorem wikiPageOutDegree "20".
- Martingale_representation_theorem wikiPageRevisionID "596257944".
- Martingale_representation_theorem wikiPageWikiLink Adapted_process.
- Martingale_representation_theorem wikiPageWikiLink Augmentation_of_the_filtration.
- Martingale_representation_theorem wikiPageWikiLink Brownian_motion.
- Martingale_representation_theorem wikiPageWikiLink Category:Martingale_theory.
- Martingale_representation_theorem wikiPageWikiLink Category:Probability_theorems.
- Martingale_representation_theorem wikiPageWikiLink Filtered_probability_space.
- Martingale_representation_theorem wikiPageWikiLink Filtration_(mathematics).
- Martingale_representation_theorem wikiPageWikiLink Hedge_(finance).
- Martingale_representation_theorem wikiPageWikiLink Itô_calculus.
- Martingale_representation_theorem wikiPageWikiLink Itô_integral.
- Martingale_representation_theorem wikiPageWikiLink Jump_process.
- Martingale_representation_theorem wikiPageWikiLink Malliavin_calculus.
- Martingale_representation_theorem wikiPageWikiLink Markov_chain.
- Martingale_representation_theorem wikiPageWikiLink Martingale_(probability_theory).
- Martingale_representation_theorem wikiPageWikiLink Measurable.
- Martingale_representation_theorem wikiPageWikiLink Measure_(mathematics).
- Martingale_representation_theorem wikiPageWikiLink Predictable_process.
- Martingale_representation_theorem wikiPageWikiLink Probability_theory.
- Martingale_representation_theorem wikiPageWikiLink Robert_J._Elliott.
- Martingale_representation_theorem wikiPageWikiLink Square-integrable_function.
- Martingale_representation_theorem wikiPageWikiLink Square_integrable.
- Martingale_representation_theorem wikiPageWikiLink Volatility_(finance).
- Martingale_representation_theorem wikiPageWikiLinkText "Martingale representation theorem".
- Martingale_representation_theorem wikiPageWikiLinkText "martingale representation theorem".
- Martingale_representation_theorem wikiPageWikiLinkText "martingale representations".
- Martingale_representation_theorem hasPhotoCollection Martingale_representation_theorem.
- Martingale_representation_theorem wikiPageUsesTemplate Template:Full.
- Martingale_representation_theorem wikiPageUsesTemplate Template:Inline.
- Martingale_representation_theorem subject Category:Martingale_theory.
- Martingale_representation_theorem subject Category:Probability_theorems.
- Martingale_representation_theorem type Article.
- Martingale_representation_theorem type Article.
- Martingale_representation_theorem type Process.
- Martingale_representation_theorem type Theorem.
- Martingale_representation_theorem comment "In probability theory, the martingale representation theorem states that a random variable that is measurable with respect to the filtration generated by a Brownian motion can be written in terms of an Itô integral with respect to this Brownian motion.The theorem only asserts the existence of the representation and does not help to find it explicitly; it is possible in many cases to determine the form of the representation using Malliavin calculus.Similar theorems also exist for martingales on filtrations induced by jump processes, for example, by Markov chains.".
- Martingale_representation_theorem label "Martingale representation theorem".
- Martingale_representation_theorem sameAs m.09zf20.
- Martingale_representation_theorem sameAs Q6777133.
- Martingale_representation_theorem sameAs Q6777133.
- Martingale_representation_theorem wasDerivedFrom Martingale_representation_theorem?oldid=596257944.
- Martingale_representation_theorem isPrimaryTopicOf Martingale_representation_theorem.