The following pages link to New proofs of a theorem of Komlós (Q1088283):
Displaying 14 items.
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- A version of Komlós theorem for additive set functions (Q288265) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- On dynamic programming equations for utility indifference pricing under delta constraints (Q534745) (← links)
- Finitely additive supermartingales (Q939137) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- Convex compactness and its applications (Q1932529) (← links)
- A noncommutative generalisation of a problem of Steinhaus (Q2215811) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- (Q5144476) (← links)
- Generalized Neyman-Pearson lemma via convex duality. (Q5933652) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)
- Unconditional Cesàro convergence of sequences of super-reflexive valued random variables (Q6633967) (← links)
