This article is cited in 4 papers

Estimates from below for densities of martingale measures in the Dalang–Morton–Willinger theorem

D. B. Rokhlin

Southern Federal University, Faculty of Mathematics, Mechanics and Computer Sciences

Received: 14.04.2008
Revised: 16.06.2009

DOI: 10.4213/tvp2806

 English version: Theory of Probability and its Applications, 2010, 54:3, 447–465

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