If I have the process $\displaystyle dY(t)=Y(t)(\sum_{k=1}^{m}V_{k}(t)dW_{k}(t)+d\xi(t) )$ How do I use the martingale representation to find Y?
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I know that $\displaystyle M(t)=M(0)_+\int^{t}_{0}V_{s}dW_{s}$ And the process in my original equation is $\displaystyle \sum_{k=1}^{m}V_{k}(t)$
Last edited by Helpmeplease1; Aug 8th 2012 at 02:38 AM.
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