Expectation, conditional expectation and martingales in local fields.
Exponentielle stochastique et intégrale multiplicative discontinues
Extremal and optimal solutions in the transshipment problem
The paper yields an investigation of the set of all finite measures on the product space with given difference of marginals. Extremal points of this set are characterized and constructed. Sets of uniqueness are studied in the relation to marginal problem. In the optimization problem the support of the optimal measure is described for a class of cost functions. In an example the optimal value is reached by an unbounded sequence of measures.
Extremal solutions of a general marginal problem
The characterization of extremal points of the set of probability measures with given marginals is given in the general context of a marginal system. The sets of marginal uniqueness are studied and an example is added to illustrate the theory.