Optional decomposition and Lagrange multipliers (Q1381482)
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scientific article; zbMATH DE number 1129631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optional decomposition and Lagrange multipliers |
scientific article; zbMATH DE number 1129631 |
Statements
Optional decomposition and Lagrange multipliers (English)
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17 March 1998
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semimartingale
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Hellinger process
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Lagrange multiplier
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equivalent martingale measures
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local supermartingale
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decomposition
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