A Martingale Selection Problem in the Finite Discrete‐Time Case

DOI10.1137/S0040585X97981834zbMATH Open1125.60038OpenAlexW2032480996MaRDI QIDQ3429692FDOQ3429692

Authors: D. B. Rokhlin 

Publication date: 2 April 2007

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981834

Recommendations

• Publication:3201180
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• scientific article; zbMATH DE number 4209227
• A theorem on martingale selection for relatively open convex set-valued random sequences
• On multivalued supermartingales with continuous parameter:martingale selectors and their regularity

zbMATH Keywords

measurable choicemulti-valued mappingsmartingale measuresCastaing's representationsupports of regular conditional distributions

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Random measures (60G57) Sample path properties (60G17)

Cited In (5)

• Martingale selection problem and asset pricing in finite discrete time
• On martingale selectors of cone-valued processes
• Title not available (Why is that?)
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• A theorem on martingale selection for relatively open convex set-valued random sequences

This page was built for publication: A Martingale Selection Problem in the Finite Discrete‐Time Case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3429692)