Abstract
We investigate some new results concerning the m-stability property. We show in particular under the martingale representation property with respect to a bounded martingale S that an m-stable set of probability measures is the set of supermartingale measures for a family of discrete integral processes with respect to S.
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Berkaoui, A. On representations of the set of supermartingale measures and applications in discrete time. Arab. J. Math. 6, 65–73 (2017). https://doi.org/10.1007/s40065-017-0173-5
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DOI: https://doi.org/10.1007/s40065-017-0173-5