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Preprint Number 724
724. Tristram de Piro A Simple Proof of the Martingale Representation Theorem Using Nonstandard Analysis E-mail: Submission date: 12 May 2014. Abstract: We give a proof of the Martingale Representation Theorem using the methods of nonstandard analysis. We will use it to find a general method of solving stochastic differential equations. Mathematics Subject Classification: Keywords and phrases: |
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