The characteristics for semi-martingale predictable representation are obtained (theorem2.2), which is derived from the functional representation theorem in martingale space, the Hahn-Banach theorem in functional analysis, and the Girsanov theorem for the semi-martingale vector stochastic integral. In light of the semi-martingale vector stochastic integral used, this method is a generalization of the classical result.
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屈田兴,金治明.关于半鞅的可料表示性[J].国防科技大学学报,2010,32(1):159-162. QU Tianxing, JIN Zhiming. On the Semi-martingale Predictable Representation[J]. Journal of National University of Defense Technology,2010,32(1):159-162.