A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0912.4768 / rank | |||
Normal rank |
Revision as of 19:08, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) |
scientific article |
Statements
A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (English)
0 references
29 March 2010
0 references
Brownian penalisation
0 references
mathematical finance
0 references
discrete-time submartingales
0 references
construction of the \(\sigma\)-finite measures
0 references