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Abstract and Applied Analysis
Volume 2014, Article ID 438258, 11 pages
Research Article

Integration by Parts and Martingale Representation for a Markov Chain

1Cass Business School, City University London, 106 Bunhill Row, London EC1Y 8TZ, UK
2Department of Applied Finance and Actuarial Studies, Faculty of Business and Economics, Macquarie University, Sydney, NSW 2109, Australia

Received 30 October 2013; Accepted 10 May 2014; Published 2 June 2014

Academic Editor: Shuping He

Copyright © 2014 Tak Kuen Siu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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