scientific article; zbMATH DE number 2046392

zbMATH Open1036.60069MaRDI QIDQ4451258

Valentin Grecea

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__402_0

Title of this publication is not available (Why is that?)

zbMATH Keywords

dualitystopping timeRiesz decomposition propertyincreasing processsupermartingale

Mathematics Subject Classification ID

Axiomatic potential theory (31D05) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

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Equivalent supermartingale densities and measures in discrete time infinite horizon market models ⋮ On the quasi-sure superhedging duality with frictions

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