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Is there an equivalent of martingale representation theorem for Levy processes in some form? I believe there is no such theorem in generality, but maybe there are some specific versions?

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    also posted to mo http://mathoverflow.net/questions/70981/2011-07-22
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    @Alice, yes, I haven't figured out why there are two sites yet...2011-07-22
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    I'm closing this question as the OP already received an answer at MathOverflow. @Grzenio: you should really consider reading our FAQ, or perhaps [searching Meta](http://meta.math.stackexchange.com/questions/41/differences-between-mathoverflow-and-math-stackexchange). Saying that you don't know why there are two sites is like saying you don't know how to spell Connecticut: the information is all out there, the onus is on you to look/ask for it.2011-07-25
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    We general discourage simultaneous cross-posting to the two sites. In this case, I think the question is a good enough fit for MO that I closed this one here. In general, if you are not sure whether a question fits the mission statement of MathOverflow or Math.SE better, you should ask it here first.2011-07-25
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    @Willie, I read the FAQ but its rather vague. It says "Stack Exchange is for people studying mathematics at any level", which I understand includes research level, but then it says "you can get better response on our sister sites" for certain subjects (fair enough). I haven't seen anything about cross-posting. So to come back to your example, as far as I know there is only one way to spell Connecticut, but many ways to interpret your FAQ.2011-07-26
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    @Grzenio: ... which implies that MathOverflow is for research-level questions **only**; questions of all level are welcome here. But you should also consult the FAQ at MathOverflow, as well as the meta thread I linked to (and other meta threads titled similarly) for the differences between the two sites.2011-07-26
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    @Grzenio: a propos cross posting, I know it is not in the FAQ (that's partly why I split into two comments instead of just one). Hence I explained it to you above in the comments why your question is closed.2011-07-26

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