Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 3, pp. 602-605
Citer cet article
I. V. Pavlov. On extreme rays and integral representation in a supermartingale's cone. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 3, pp. 602-605. http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a15/
@article{TVP_1980_25_3_a15,
author = {I. V. Pavlov},
title = {On extreme rays and integral representation in a supermartingale's cone},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {602--605},
year = {1980},
volume = {25},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a15/}
}
TY - JOUR
AU - I. V. Pavlov
TI - On extreme rays and integral representation in a supermartingale's cone
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1980
SP - 602
EP - 605
VL - 25
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a15/
LA - ru
ID - TVP_1980_25_3_a15
ER -
%0 Journal Article
%A I. V. Pavlov
%T On extreme rays and integral representation in a supermartingale's cone
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 602-605
%V 25
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_3_a15/
%G ru
%F TVP_1980_25_3_a15
We investigate the structure of the extreme points of the set $S_1$ of supermartingales with the unit mean at 0; the conditions for the points $x\in S_1$ may be represented in the form of the integral over the set of this extreme points are given also.
