arXiv:2209.08629 [math.PR]AbstractReferencesReviewsResources
Absolutely continuous representations of random variables
Published 2022-09-18Version 1
We study representations of a random variable $\xi$ 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 $\xi$.
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