scientific article; zbMATH DE number 2046392

zbMATH Open1036.60069MaRDI QIDQ4451258FDOQ4451258

Authors: Valentin Grecea 

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__402_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stopping timedualityRiesz decomposition propertysupermartingaleincreasing process

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45) Axiomatic potential theory (31D05)

Cited In (4)

• Equivalent supermartingale densities and measures in discrete time infinite horizon market models
• Canonical supermartingale couplings
• On the quasi-sure superhedging duality with frictions
• Title not available (Why is that?)

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