Optional decomposition and Lagrange multipliers

• 1 November 1997
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 2  (1) , 69-81
• https://doi.org/10.1007/s007800050033

Abstract

Keywords

• STOCHASTIC
• FUNCTIONAL
• DECOMPOSITION
• MARTINGALE
• BOUNDEDNESS
• CAL
• CDOT
• VARPHI
• GIVE
• INTEGRAND