Schweizer, Martin; Stricker, Christophe; Delbaen, Freddy; … - In: Finance and Stochastics 1 (1997) 3, pp. 181-227
Let $X$ be an ${\Bbb R}^d$-valued special semimartingale on a probability space $(\Omega , {\cal F} , ({\cal F} _t)_{0 \leq t \leq T} ,P)$ with canonical decomposition $X=X_0+M+A$. Denote by $G_T(\Theta )$ the space of all random variables $(\theta \cdot X)_T$, where $\theta $ is a predictable...
