A non-linear Riesz respresentation in probabilistic potential theory

Nicole El Karoui; Hans Föllmer

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 3, page 269-283
  • ISSN: 0246-0203

How to cite


El Karoui, Nicole, and Föllmer, Hans. "A non-linear Riesz respresentation in probabilistic potential theory." Annales de l'I.H.P. Probabilités et statistiques 41.3 (2005): 269-283. <http://eudml.org/doc/77845>.

author = {El Karoui, Nicole, Föllmer, Hans},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Potential operator; Harmonic function; Optimal stopping},
language = {eng},
number = {3},
pages = {269-283},
publisher = {Elsevier},
title = {A non-linear Riesz respresentation in probabilistic potential theory},
url = {http://eudml.org/doc/77845},
volume = {41},
year = {2005},

AU - El Karoui, Nicole
AU - Föllmer, Hans
TI - A non-linear Riesz respresentation in probabilistic potential theory
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 3
SP - 269
EP - 283
LA - eng
KW - Potential operator; Harmonic function; Optimal stopping
UR - http://eudml.org/doc/77845
ER -


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