arXiv (math.PR)
2026-06-11 12:00
DOI:
arXiv:2606.11393
Scaling Limits for the Discretization of the Martingale Representation Theorem
作者:
摘要 / Abstract
arXiv:2606.11393v1 Announce Type: new
Abstract: In this note, we derive a large-deviation-type scaling limit for a discretization of the Martingale Representation Theorem. Somewhat surprisingly, and to the best of our knowledge, this result has not been previously obtained in the literature.