Convex analysis for sets of local martingales measures

zbMATH Open0996.60055MaRDI QIDQ2780794

P. Ševčík, Josef Štěpán

Publication date: 21 August 2002

Published in: Acta Universitatis Carolinae. Mathematica et Physica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/246584

zbMATH Keywords

stochastic differential equationsChoquet convex setslocal martingale problemsmeasure convex sets

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Convex sets in topological linear spaces; Choquet theory (46A55) Convex sets in topological vector spaces (aspects of convex geometry) (52A07)

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