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Itō's representation theorem by Fabrice Baudoin (2012)

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By Fabrice Baudoin.
fabricebaudoin.blog/2012/09/23/lecture-23-itos-representation-theorem/
Author's lecture of 23 September 2012. The filtration is explicitly the usual completion of the natural Brownian filtration. The theorem, Gaussian-exponential density proof and corollary state square-integrable terminal-variable and martingale representations.

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