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Start Over Descriptor "91B24" Journal arabian journal of mathematics
1 results on '"91B24"'

1. On representations of the set of supermartingale measures and applications in discrete time.

Author

Berkaoui, Abdelkarem

Subjects
*MARTINGALES (Mathematics), *SET theory, *DISCRETE-time systems, *STABILITY theory, *INTEGRALS
Abstract

We investigate some new results concerning the m-stability property. We show in particular under the martingale representation property with respect to a bounded martingale S that an m-stable set of probability measures is the set of supermartingale measures for a family of discrete integral processes with respect to S. [ABSTRACT FROM AUTHOR]

Published
2017
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