6 citations · 17 across the 8 of their papers we have counts for
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math.PR2006
Martingale selection problem and asset pricing in finite discrete time
Dmitry B. Rokhlin
Given a set-valued stochastic process , we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors , admit…
math.PR2006★ 2 cited
Martingale selection theorem for a stochastic sequence with relatively open convex values
Dmitry B. Rokhlin
For a set-valued stochastic sequence with relatively open convex values we give a criterion for the existence of an adapted sequence of sel…