On the optional and orthogonal decompositions of supermartingales and applications

DOI10.1016/j.spl.2023.109850zbMath1528.60033OpenAlexW4366265289MaRDI QIDQ6170510

Abdelkarem Berkaoui

Publication date: 12 July 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109850

zbMATH Keywords

martingale measureorthogonal decompositionoptional decompositionm-stability

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Microeconomic theory (price theory and economic markets) (91B24)

Cites Work

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