Geodesic
On Monotone Extension of Linear Continuous Functionals
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 814-816 Cet article a éte moissonné depuis la source Math-Net.Ru

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A few simple notes are made in relation to the so-called fundamental theorem of mathematical finance; in particular, a simple counterexample to the martingale measure existence is given via the corresponding monotone linear continuous functional which has no monotone extensions.
Keywords: dominating extension, Farkas lemma, martingale probability measure. 
@article{TVP_2001_46_4_a15,
     author = {Yu. A. Rozanov},
     title = {On {Monotone} {Extension} of {Linear} {Continuous} {Functionals}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {814--816},
     year = {2001},
     volume = {46},
     number = {4},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a15/}
}
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Yu. A. Rozanov. On Monotone Extension of Linear Continuous Functionals. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 814-816. http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a15/