A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) (Q961008)
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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)
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29 March 2010
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Brownian penalisation
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mathematical finance
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discrete-time submartingales
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construction of the \(\sigma\)-finite measures
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