A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrage
Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
- 期刊名称The Annals of Probability
- 作者Beiglböck, Mathias; Schachermayer, Walter; Veliyev, Bezirgen
- 卷第39卷
- 期第6期
- 印刷ISSN0091-1798
- 文件大小183.11KB
- 发表时间2011-11
- DOI10.1214/10-AOP602
- 页码2424-2440