|
|||||
|
|
On representations of the set of supermartingale measures and applications in continuous time |
|
| Authors: | Abdelkarem Berkaoui |
| Institution: | Department of mathematics and statistics, Science college, Al-Imam Mohammed Ibn Saud Islamic University (IMSIU), Riyadh, Saudi Arabia |
| Abstract: | |
| Keywords: | Supermartingale measure sublinear expectation optional decomposition m-stability martingale representation |