 Itō's representation theorem by Fabrice Baudoin (source code)

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= Itō's representation theorem by Fabrice Baudoin
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{tag=Work by Fabrice Baudoin}
{title2=2012}

By <Fabrice Baudoin>.

https://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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