On representations of the set of supermartingale measures and applications in continuous time (Q5086418): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 12:39, 8 February 2024

scientific article; zbMATH DE number 7553358
Language Label Description Also known as
English
On representations of the set of supermartingale measures and applications in continuous time
scientific article; zbMATH DE number 7553358

    Statements

    On representations of the set of supermartingale measures and applications in continuous time (English)
    0 references
    0 references
    5 July 2022
    0 references
    supermartingale measure
    0 references
    sublinear expectation
    0 references
    optional decomposition
    0 references
    m-stability
    0 references
    martingale representation
    0 references

    Identifiers