A Simple Proof of a Martingale Representation Theorem Using Nonstandard Analysis
Probability
2018-06-07 v2 Logic
Abstract
We give a proof of a Martingale Representation Theorem using the methods of nonstandard analysis.
Cite
@article{arxiv.1405.2725,
title = {A Simple Proof of a Martingale Representation Theorem Using Nonstandard Analysis},
author = {Tristram de Piro},
journal= {arXiv preprint arXiv:1405.2725},
year = {2018}
}