Optional decomposition and Lagrange multipliers (Q1381482): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Hans Föllmer / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Youri M.Kabanov / rank | |||
Normal rank | |||
Revision as of 00:49, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optional decomposition and Lagrange multipliers |
scientific article |
Statements
Optional decomposition and Lagrange multipliers (English)
0 references
17 March 1998
0 references
semimartingale
0 references
Hellinger process
0 references
Lagrange multiplier
0 references
equivalent martingale measures
0 references
local supermartingale
0 references
decomposition
0 references
