A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308): Difference between revisions

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Latest revision as of 20:13, 4 July 2024

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A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage
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    A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (English)
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    9 January 2012
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    Bichteler-Dellacherie theorem
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    Doob-Meyer decomposition
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    arbitrage
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    Komlós' lemma
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    Identifiers

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