A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308): Difference between revisions
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Revision as of 16:40, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage |
scientific article |
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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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