  In this paper we explore the fundamentals of the Martingale Representation
Theorem (MRT) and a closely related result, the Clark-Ocone formula. We also
investigate how far these theorems can be taken, notably beyond the regular
Sobolev spaces, through changes of measures and enlargement of filtrations. We
look at Brownian motion (B.M.) driven continuous martingales as well as Jump
and Levy process-driven martingales.
