A note on lower bounds of martingale measure densities

zbMath1142.60033arXivmath/0505411MaRDI QIDQ2505489

Walter Schachermayer, Dmitry B. Rokhlin

Publication date: 26 September 2006

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505411

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45)

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