5 citations · 10 across the 7 of their papers we have counts for
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q-fin.MF2016
Generalization of Doob Decomposition Theorem and Risk Assessment in Incomplete Markets
N. S. Gonchar
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of…
econ.GN2016★ 1 cited
General Equilibrium and Recession Phenomenon
Nicholas S. Gonchar, Wolodymyr H. Kozyrski, Anatol S. Zhokhin
The theorems we proved describe the structure of economic equilibrium in the exchange economy model. We have studied the structure of property vectors under given structure of dema…
math.PR2016
Generalization of Doob decomposition Theorem
Nicholas Gonchar
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the disc…