On representations of the set of supermartingale measures and applications in continuous time
DOI10.1080/17442508.2018.1518983zbMATH Open1492.60107OpenAlexW2891396921WikidataQ129273195 ScholiaQ129273195MaRDI QIDQ5086418FDOQ5086418
Authors: Abdelkarem Berkaoui 
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2018.1518983
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Cites Work
- Optional decompositions under constraints
- The structure of \(m\)-stable sets and in particular of the set of risk neutral measures
- On representations of the set of supermartingale measures and applications in discrete time
- Title not available (Why is that?)
- A characterization of the set of local martingale measures
- On a generalized optional decomposition theorem
Cited In (10)
- Title not available (Why is that?)
- Equivalent supermartingale densities and measures in discrete time infinite horizon market models
- On the optional and orthogonal decompositions of supermartingales and applications
- Representations for continuous additive functionals of super-Brownian and super-stable processes
- A representation for supermartingales
- On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes
- On the optional and orthogonal decompositions of a class of semimartingales
- Title not available (Why is that?)
- On representations of the set of supermartingale measures and applications in discrete time
- Some related problems of SVO supermartingales.
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