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Title: Representation of random variables as Lebesgue integrals
We study representations of a random variable 𝜉as an integral of an adapted process with respect to the Lebesgue measure. The existence of such representations in two different regularity classes is characterized in terms of the quadratic variation of (local) martingales closed by 𝜉.  more » « less
Award ID(s):
2307729
PAR ID:
10651261
Author(s) / Creator(s):
 ;  
Publisher / Repository:
Bernoulli Society for Mathematical Statistics and Probability
Date Published:
Journal Name:
Bernoulli
Volume:
30
Issue:
3
ISSN:
1350-7265
Page Range / eLocation ID:
1878 - 1893,
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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