This article is cited in 5 papers

Short Communications

On the closure of a family of martingale measures and an optional decomposition of supermartingales

D. O. Kramkov

Steklov Mathematical Institute, Russian Academy of Sciences

Received: 18.07.1996

DOI: 10.4213/tvp3242

 English version: Theory of Probability and its Applications, 1997, 41:4, 788–791

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