Pages that link to "Item:Q981011"
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The following pages link to Supermartingale decomposition with a general index set (Q981011):
Displaying 4 items.
- Sure wins, separating probabilities and the representation of linear functionals (Q1018312) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Optional decomposition of optional supermartingales and applications to filtering and finance (Q5087026) (← links)