On the Existence of Martingale Measures Satisfying the Weakened Condition of Noncoincidence of Barycenters in the Case of Countable Probability Space

DOI10.1137/S0040585X97T988058zbMath1386.60157OpenAlexW2592710740MaRDI QIDQ2967991

I. V. Pavlov, V. V. Shamraeva, I. V. Tsvetkova

Publication date: 9 March 2017

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988058

zbMATH Keywords

completenessmartingale measurearbitrage-free property\((B,S)\)-marketHaar interpolation of martingalespecial Haar filtrationweakened condition of noncoincidence of barycenters

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Cites Work

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