### Convex analysis for sets of local martingales measures

Josef Štěpán, P. Ševčík (2000)

Acta Universitatis Carolinae. Mathematica et Physica

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Josef Štěpán, P. Ševčík (2000)

Acta Universitatis Carolinae. Mathematica et Physica

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Josef Štěpán (2003)

Mathematica Slovaca

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Werner Brannath, Walter Schachermayer (1999)

Séminaire de probabilités de Strasbourg

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Nacereddine Belili, Henri Heinich (1999)

Applicationes Mathematicae

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A characterization of the transport property is given. New properties for strongly nonatomic probabilities are established. We study the relationship between the nondifferentiability of a real function f and the fact that the probability measure ${\lambda}_{f*}:=\lambda \u25e6{(f*)}^{-1}$, where f*(x):=(x,f(x)) and λ is the Lebesgue measure, has the transport property.

Tomáš Cipra (1978)

Časopis pro pěstování matematiky

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R. Kaufmann (1991)

Fundamenta Mathematicae

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Zbigniew Jurek (1979)

Banach Center Publications

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