New proofs of a theorem of Komlós
From MaRDI portal
Publication:1088283
DOI10.1007/BF01949141zbMath0612.60032MaRDI QIDQ1088283
Publication date: 1986
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Related Items
Strong supermartingales and limits of nonnegative martingales, A version of Komlós theorem for additive set functions, Convex compactness and its applications, Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem, A strong law of large numbers for positive random variables, A noncommutative generalisation of a problem of Steinhaus, Optimal consumption from investment and random endowment in incomplete semimartingale markets., Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption, Finitely additive supermartingales, On dynamic programming equations for utility indifference pricing under delta constraints, Generalized Neyman-Pearson lemma via convex duality., On optimal terminal wealth under transaction costs, Utility maximization with a stochastic clock and an unbounded random endowment, Unnamed Item
Cites Work