Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2001, Volume 46, Issue 4, Pages 814–816
DOI: https://doi.org/10.4213/tvp3830 (Mi tvp3830) 		 
Short Communications

On Monotone Extension of Linear Continuous Functionals

Yu. A. Rozanov

Steklov Mathematical Institute, Russian Academy of Sciences
Full-text PDF (353 kB)
DOI: https://doi.org/10.4213/tvp3830
Abstract: A few simple notes are made in relation to the so-called fundamental theorem of mathematical finance; in particular, a simple counterexample to the martingale measure existence is given via the corresponding monotone linear continuous functional which has no monotone extensions.
Keywords: dominating extension, Farkas lemma, martingale probability measure.
English version:
Theory of Probability and its Applications, 2002, Volume 46, Issue 4, Pages 747–749
DOI: https://doi.org/10.1137/S0040585X9797938X
Bibliographic databases:
Document Type: Article
Language: English
Citation: Yu. A. Rozanov, “On Monotone Extension of Linear Continuous Functionals”, Teor. Veroyatnost. i Primenen., 46:4 (2001), 814–816; Theory Probab. Appl., 46:4 (2002), 747–749
Citation in format AMSBIB
\Bibitem{Roz01}
\by Yu.~A.~Rozanov
\paper On Monotone Extension of Linear Continuous Functionals
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 4
\pages 814--816
\mathnet{http://mi.mathnet.ru/tvp3830}
\crossref{https://doi.org/10.4213/tvp3830}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1971839}
\zmath{https://zbmath.org/?q=an:1033.60017}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 4
\pages 747--749
\crossref{https://doi.org/10.1137/S0040585X9797938X}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000179604100016}
Linking options:
  • https://www.mathnet.ru/eng/tvp3830
  • https://doi.org/10.4213/tvp3830
  • https://www.mathnet.ru/eng/tvp/v46/i4/p814
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024