Martingale selection theorem for a stochastic sequence with relatively open convex values

dc.creatorRokhlin, Dmitry B.
dc.date2006-02-26
dc.date.accessioned2026-07-07T07:03:47Z
dc.date.available2026-07-07T07:03:47Z
dc.descriptionFor a set-valued stochastic sequence $(G_n)_{n=0}^N$ with relatively open convex values $G_n(ω)$ we give a criterion for the existence of an adapted sequence $(x_n)_{n=0}^N$ of selectors, admitting an equivalent martingale measure. Mentioned criterion is expressed in terms of supports of the regular conditional upper distributions of the elements $G_n$. This result is a refinement of the main result of author's previous paper (Teor. Veroyatnost. i Primen., 2005, 50:3, 480--500), where the sets $G_n(ω)$ were assumed to be open and where were asked if the openness condition can be relaxed.
dc.description7 pages
dc.identifierhttps://arxiv.org/abs/math/0602587
dc.identifierhttp://arxiv.org/abs/math/0602587
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/109112
dc.subjectProbability
dc.subject60G42
dc.titleMartingale selection theorem for a stochastic sequence with relatively open convex values
dc.typetext

Files

Collections