Convex analysis for sets of local martingales measures
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Josef Štěpán, P. Ševčík (2000)
Acta Universitatis Carolinae. Mathematica et Physica
Similarity:
Josef Štěpán (2003)
Mathematica Slovaca
Similarity:
Werner Brannath, Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Nacereddine Belili, Henri Heinich (1999)
Applicationes Mathematicae
Similarity:
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 , where f*(x):=(x,f(x)) and λ is the Lebesgue measure, has the transport property.
Tomáš Cipra (1978)
Časopis pro pěstování matematiky
Similarity:
R. Kaufmann (1991)
Fundamenta Mathematicae
Similarity: