{"entities":{"Q1003343":{"pageid":1005191,"ns":120,"title":"Item:Q1003343","lastrevid":69400101,"modified":"2026-04-13T06:45:02Z","type":"item","id":"Q1003343","labels":{"en":{"language":"en","value":"In discrete time a local martingale is a martingale under an equivalent probability measure"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5520646"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$A961D99D-F2F8-4527-B277-AA01BD6D5399","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"404eea43b5af47d93b7eafc972755875d2c44e54","datavalue":{"value":{"text":"In discrete time a local martingale is a martingale under an equivalent probability measure","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1003343$0B60A72E-005D-4A8A-9134-77E2525D4FA6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1d1ee17663c054917e90fd340023a9b6d367f9ba","datavalue":{"value":"1164.60031","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1003343$3D8D23D5-4784-41B8-BA78-0D8F65100A3F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$8CD4CF57-54FC-4563-B4F6-EB7FC345EF9A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"34f3336c19b24d140c76eda7f27c00258dde62a4","datavalue":{"value":{"time":"+2009-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1003343$2F20256B-E67A-4C5D-B99E-578F44663186","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"fd736f67d7257d2922d89aabd183221c7587e5aa","datavalue":{"value":"The author formulates and proves the following result. Let a discrete-time infinite horizon model with an adapted \\(d\\)-dimensional process \\(S\\) be considered. If \\(S\\) is a local martingale on some stochastic basis, then there exists an equivalent probability measure under which \\(S\\) is a martingale with respect to the same filtration. The proof uses an approach originating from geometric functional analysis. It is based on separation arguments in an ingeniously chosen countably-normed space where the separating functional happens to be the density of the desired martingale measure. The most involved part of the proof is to verify the conditions of the Krein-\u0160chmulian theorem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$838C945E-F5EA-4B36-840F-146D3368A140","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$3243D668-FE37-4D13-AC85-F61F7D6ECE4E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ed4d55e3e61150aa8fe2d0b34dd7ca7ed0b67ce","datavalue":{"value":"60G42","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1003343$BEE36492-9BF2-47FB-8DF1-86C4202EADBB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8bfef9eb0c8696aa664210b0791eb3adbf701755","datavalue":{"value":"5520646","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1003343$7A0CF3D4-E2D6-4274-86AA-BB440B53B828","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8303a89e5e979e44e65aa210688e1071093c7c30","datavalue":{"value":"martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$D7FC8F0F-30C2-4E8E-918B-4634485543F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"89bed20b217791ddde803027269686e0404064cd","datavalue":{"value":"generalized martingale","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$1D7BE8F3-5936-47A0-85B3-8AB2F882D1B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"81db481984bf9a3577379f56ec11b3cff5fbbe79","datavalue":{"value":"Dalang-Morton-Willinger theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$39DB662D-F809-40C1-9D58-8938B7F3A20F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b8a22c43aa8b0b65405c00e166260a6ab06b1a78","datavalue":{"value":"Krein-\u0160mulian theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$EAC7A948-8654-4A9A-A337-762F2364F3B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5f76f4c573784f633d28de15993c9930cb686371","datavalue":{"value":"free lunch","type":"string"},"datatype":"string"},"type":"statement","id":"Q1003343$51B4CBA8-1781-4DB2-A18F-EACDA2C6CA20","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cd2e5b953325544873df19d875cc69f31093ec82","datavalue":{"value":{"entity-type":"item","numeric-id":1579535,"id":"Q1579535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$B712D880-A8F2-4F96-8C35-5607A33EAF0A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$0F01286E-07A1-45E9-8FC8-DDD0BEF3E787","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8d8a69b1f28f3ab3b0acb55884b2af918426c790","datavalue":{"value":"https://doi.org/10.1007/s00780-008-0063-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q1003343$C67AA3EF-1184-4A6D-B6A7-809BF1A6F1FE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1cbf4db5ada79ecf25c850cb4332a5bea058430f","datavalue":{"value":"W2013937202","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1003343$164E92CC-6476-4EF7-A73D-EE08B1277AC3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"69b1b9c93a7e142eec6230475f980e610413be47","datavalue":{"value":{"entity-type":"item","numeric-id":3470221,"id":"Q3470221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$E57C2B3D-EE68-4880-9BF0-4DF4344F7AAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80dbce1b2921635bf625a8dd48a19b2e4f77cd9a","datavalue":{"value":{"entity-type":"item","numeric-id":1387768,"id":"Q1387768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$CE7CE392-70AC-431B-9932-73BFE7959896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc7f8932ab625c1c775a947ced6ae94dc5bd0f65","datavalue":{"value":{"entity-type":"item","numeric-id":4788298,"id":"Q4788298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$B18E8CE5-9C54-4D39-B282-044BE7240A30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a772e1df15b49535230a27efa0332b3500e7823","datavalue":{"value":{"entity-type":"item","numeric-id":2725602,"id":"Q2725602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$8DE96349-8818-462A-8A0C-F369CC253607","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44699af438946533f7281b40f70814f4b2ee3063","datavalue":{"value":{"entity-type":"item","numeric-id":4372021,"id":"Q4372021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1003343$4A04F095-ECBB-44B3-9890-ACE5AEB21286","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4d87f8becd5b79ec3d4105bb3070e29d535eb678","datavalue":{"value":"10.1007/S00780-008-0063-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1003343$256EC4E9-C41A-49DD-A2B7-DDBB9A750EA6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b1f46863981af0028149d08574af0e2a7336886d","datavalue":{"value":{"entity-type":"item","numeric-id":1748587,"id":"Q1748587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"37c55fd84856c2ea1892159ee694b5177ebf6918","datavalue":{"value":{"amount":"+0.8794711828231812","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1003343$B5A64EBA-FB54-43D9-8446-1F24FE7990BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4690a7162a9eaeecbd279dc7d1b01bf1f40abc65","datavalue":{"value":{"entity-type":"item","numeric-id":5198650,"id":"Q5198650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74be3450751c9a71613e2d0a2ed5f21ff9e2ca1d","datavalue":{"value":{"amount":"+0.8210042715072632","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1003343$437E2404-A859-4F56-87AF-91FCBED5EEED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e7b896f492923482f5ab0d93adee875bcbf4525","datavalue":{"value":{"entity-type":"item","numeric-id":1387768,"id":"Q1387768"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3154e1f0ea99c3e8043408120cb6fa7f2e74b859","datavalue":{"value":{"amount":"+0.7939403057098389","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1003343$760F4D32-EC80-4A42-AF50-C0DEB454E92F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bff991ffecf9e76437585a39e8c698738ba0f146","datavalue":{"value":{"entity-type":"item","numeric-id":2741122,"id":"Q2741122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"027a4dd8789d69e6a39fcd999d526f54ec24376d","datavalue":{"value":{"amount":"+0.7814077138900757","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1003343$E0B742FE-D513-4FFE-8BDC-2252AC267AB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"01255b692a27e71264867734581e0fce9892fc18","datavalue":{"value":{"entity-type":"item","numeric-id":4802412,"id":"Q4802412"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f373d0edf3eab6d74c6715ee471417d31aaceaf9","datavalue":{"value":{"amount":"+0.7568162679672241","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1003343$798590A8-7EE1-4B21-8A7B-FF7F97149E3F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"In discrete time a local martingale is a martingale under an equivalent probability measure","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/In_discrete_time_a_local_martingale_is_a_martingale_under_an_equivalent_probability_measure"}}}}}