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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 3, Pages 602–605 (Mi tvp1101)

Short Communications

On extreme rays and integral representation in a supermartingale's cone

I. V. Pavlov

Rostov-na-Donu

Abstract: We investigate the structure of the extreme points of the set $S_1$ of supermartingales with the unit mean at 0; the conditions for the points $x\in S_1$ may be represented in the form of the integral over the set of this extreme points are given also.

Received: 12.06.1978


 English version:
Theory of Probability and its Applications, 1981, 25:3, 593–596

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