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Q4384414 - MaRDI portal

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scientific article; zbMATH DE number 1144393
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English
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scientific article; zbMATH DE number 1144393

    Statements

    author
    Dmitry Kramkov
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    publication date
    2 August 2001
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    zbMATH Keywords
    martingale measure
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    optional decomposition of supermartingales
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    semimartingale
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    Fatou's convergence
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H30
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    91B28
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    zbMATH DE Number
    1144393
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