On the closure of a~family of martingale measures and an optional decomposition of supermartingales
Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 892-896
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@article{TVP_1996_41_4_a12,
author = {D. O. Kramkov},
title = {On the closure of a~family of martingale measures and an optional decomposition of supermartingales},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {892--896},
publisher = {mathdoc},
volume = {41},
number = {4},
year = {1996},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a12/}
}
TY - JOUR AU - D. O. Kramkov TI - On the closure of a~family of martingale measures and an optional decomposition of supermartingales JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1996 SP - 892 EP - 896 VL - 41 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a12/ LA - ru ID - TVP_1996_41_4_a12 ER -
D. O. Kramkov. On the closure of a~family of martingale measures and an optional decomposition of supermartingales. Teoriâ veroâtnostej i ee primeneniâ, Tome 41 (1996) no. 4, pp. 892-896. http://geodesic.mathdoc.fr/item/TVP_1996_41_4_a12/