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A direct proof of the Bichteler–Dellacherie theorem and connections to arbitrage

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
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