Convex analysis for sets of local martingales measures
Acta Universitatis Carolinae. Mathematica et Physica (2000)
- Volume: 041, Issue: 1, page 57-80
- ISSN: 0001-7140
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topŠtěpán, Josef, and Ševčík, P.. "Convex analysis for sets of local martingales measures." Acta Universitatis Carolinae. Mathematica et Physica 041.1 (2000): 57-80. <http://eudml.org/doc/246584>.
@article{Štěpán2000,
author = {Štěpán, Josef, Ševčík, P.},
journal = {Acta Universitatis Carolinae. Mathematica et Physica},
keywords = {local martingale problems; measure convex sets; Choquet convex sets; stochastic differential equations},
language = {eng},
number = {1},
pages = {57-80},
publisher = {Charles University in Prague},
title = {Convex analysis for sets of local martingales measures},
url = {http://eudml.org/doc/246584},
volume = {041},
year = {2000},
}
TY - JOUR
AU - Štěpán, Josef
AU - Ševčík, P.
TI - Convex analysis for sets of local martingales measures
JO - Acta Universitatis Carolinae. Mathematica et Physica
PY - 2000
PB - Charles University in Prague
VL - 041
IS - 1
SP - 57
EP - 80
LA - eng
KW - local martingale problems; measure convex sets; Choquet convex sets; stochastic differential equations
UR - http://eudml.org/doc/246584
ER -
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