scientific article; zbMATH DE number 936419

MaRDI QIDQ4896014zbMATH OpenFDO

Authors M. Pratelli

Publication date 10 June 1997

zbMATH Keywords

convex set of probabilitiesextremal elementHilbert-valued martingalesrepresentation formula

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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