On representations of the set of supermartingale measures and applications in continuous time (Q5086418)
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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)
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5 July 2022
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supermartingale measure
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sublinear expectation
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optional decomposition
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m-stability
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martingale representation
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