A Martingale Selection Problem in the Finite Discrete‐Time Case

DOI10.1137/S0040585X97981834MaRDI QIDQ3429692zbMATH OpenOpenAlexFDO

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

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)

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