A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (Q653308)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage |
scientific article |
Statements
A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage (English)
0 references
9 January 2012
0 references
Bichteler-Dellacherie theorem
0 references
Doob-Meyer decomposition
0 references
arbitrage
0 references
Komlós' lemma
0 references
0.85712844
0 references
0 references
0.84969795
0 references
0.8488208
0 references
