{"paper":{"title":"Martingale representation processes and applications in the market viability with information flow expansion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Shiqi Song","submitted_at":"2015-05-04T08:51:34Z","abstract_excerpt":"When the \\textit{martingale representation property} holds, we call any local martingale which realizes the representation a \\textit{representation process}. There are two properties of the \\textit{representation process} which can greatly facilitate the computations under the \\textit{martingale representation property}. Actually, on the one hand, the \\textit{representation process} is not unique and there always exists a \\textit{representation process} which is locally bounded and has pathwisely orthogonal components outside of a predictable thin set. On the other hand, the jump measure of a "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1505.00560","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}