Superhedging Supermartingales V56MKF0KW2
| URI | m2://res/V56MKF0KW2 |
|---|---|
| Kind | preprint |
| Creators | C. Bender, S. E. Ferrando, K. Gajewski, A. L. Gonzalez |
| Date | 2023-12-22 |
| MSC | 60-XX |
| Subjects | arxiv math.PR |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2023-12-22 |
| Ids | arXiv 2312.14445 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| 2XARSR3PYF | definition | definition A.2 | arxiv |
| \bf Tower Inequality | statement | proposition 3.5 | arxiv |
| \bf Conditional a.e. notions | definition | definition 2.7 | arxiv |
| 5PRZAG4E0P | definition | definition 3.1 | arxiv |
| 61K3Q7NTK7 | statement | proposition B.3 | arxiv |
| 689H4Q6BYP | statement | corollary B.5 | arxiv |
| 7MWM4VEQD1 | statement | corollary C.3 | arxiv |
| \bf Types of nodes | definition | definition 2.2 | arxiv |
| \bf Sufficient conditions for $(L)$-a.e. | statement | theorem 7.1 | arxiv |
| BTBC440EP7 | statement | lemma B.4 | arxiv |
| \bf Conditional portfolio set | definition | definition 2.3 | arxiv |
| BYE3XHSF7H | statement | theorem C.2 | arxiv |
| \bf Supermartingale decomposition | statement | theorem 4.1 | arxiv |
| \bf Finite Maturity | statement | lemma 4.3 | arxiv |
| \bf Stopping Time}, as per Definition 8 | definition | definition 3.3 | arxiv |
| \bf Conditional Outer Integral | definition | definition 2.10 | arxiv |
| Basic Properties | statement | proposition B.1 | arxiv |
| DP7QXP09DQ | statement | lemma A.3 | arxiv |
| DQWZJNB0TJ | definition | definition 2.6 | arxiv |
| EHRNPRDKJP | statement | corollary 3.6 | arxiv |
| ER8NPXTDV4 | example | example 2 | arxiv |
| \bf Elementary vector spaces | definition | definition 2.5 | arxiv |
| \bf Conditional Integrable Functions | definition | definition 2.14 | arxiv |
| J29Y39JDWF | statement | proposition 2.9 | arxiv |
| \bf Aggregation Lemma | statement | lemma 4.4 | arxiv |
| KMYWN96S2F | statement | corollary B.2 | arxiv |
| \bf Supermartingale convergence | statement | theorem 5.1 | arxiv |
| MM84Y87SKW | example | example 3 | arxiv |
| N87R1KHXGH | statement | lemma 5.2 | arxiv |
| P2V9K3KTWD | statement | lemma 3.4 | arxiv |
| PC0NKFHDQX | statement | lemma 6.2 | arxiv |
| \bf Assumption $(L)-a.e.$ | definition | definition 2.15 | arxiv |
| \bf Property $(L_{(S,j)})$ | definition | definition 2.12 | arxiv |
| S3MKSJQV9D | statement | theorem 6.1 | arxiv |
| \bf Trajectory set | definition | definition 2.1 | arxiv |
| ST1H9QX00W | example | example 1 | arxiv |
| VQNN3DC16T | statement | lemma A.4 | arxiv |
| XNR20HEEF4 | statement | theorem 6.4 | arxiv |
| XXAMYVKT7S | statement | lemma A.1 | arxiv |
| \bf Good Nodes | definition | definition C.1 | arxiv |
| ZTBZ60RGG4 | statement | corollary 7.2 | arxiv |
| ZYTCWVERYX | statement | proposition 2.8 | arxiv |
Catalogue records
- arxiv: 2312.14445 (work)
- arxiv_text: 2312.14445 (work)