Abstract
In this paper, we obtain the representation for a reversed point martingale with respect to the reversed filtration generated by a point process. Besides, if a martingale can be expressed as a certain kind of stochastic integral with respect to some point martingale, then its reversed counterpart can also be expressed as a stochastic integral with respect to the corresponding reversed point martingale.
Citation
Tsung-Lin Cheng. Ching-Sung Chou. "ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT MARTINGALE." Taiwanese J. Math. 12 (7) 1781 - 1790, 2008. https://doi.org/10.11650/twjm/1500405088
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