On Extreme Rays and the Integral Representation in a Cone of Supermartingales (Q3911161)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Extreme Rays and the Integral Representation in a Cone of Supermartingales |
scientific article |
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On Extreme Rays and the Integral Representation in a Cone of Supermartingales (English)
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1981
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non-negative supermartingales
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Föllmer measure
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Choquet integral representation
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discrete probabilities
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