论文标题

代表随机变量为lebesgue积分

Representation of Random Variables as Lebesgue Integrals

论文作者

Biagini, Sara, Zitkovic, Gordan

论文摘要

我们将随机变量$ξ$的表示形式研究为相对于Lebesgue度量的适应过程的积分。在两个不同的规律性类别中存在此类表示形式的特征是(本地)martingales封闭的二次变化。

We study representations of a random variable $ξ$ as 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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