Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. (English) Zbl 1288.60058 Stochastic Anal. Appl. 31, No. 1, 108-141 (2013). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60H05 91G20 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastic Anal. Appl. 31, No. 1, 108--141 (2013; Zbl 1288.60058) Full Text: DOI arXiv
Schweizer, Martin On the minimal martingale measure and the Föllmer-Schweizer decomposition. (English) Zbl 0837.60042 Stochastic Anal. Appl. 13, No. 5, 573-599 (1995). Reviewer: D.Lepingle (Orléans) MSC: 60G44 PDFBibTeX XMLCite \textit{M. Schweizer}, Stochastic Anal. Appl. 13, No. 5, 573--599 (1995; Zbl 0837.60042) Full Text: DOI