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Award ID contains: 2307729

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  1. ; ; (, Finance and Stochastics)
    Free, publicly-accessible full text available October 1, 2026
  2. ; (, arXiv)
    Accepted Manuscript Full Text Available
  3. ; (, arXiv)
    Accepted Manuscript Full Text Available
  4. ; (, Bernoulli)
    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. 
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