@article{SPS_1999__33__349_0, author = {Brannath, Werner and Schachermayer, Walter}, title = {A bipolar theorem for L${}\_+^0(\Omega ,{\mathcal {F}},{\bf P})$}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {33}, year = {1999}, pages = {349-354}, mrnumber = {1768009}, zbl = {0957.46020}, language = {en}, url = {http://dml.mathdoc.fr/item/SPS_1999__33__349_0} }
Brannath, Werner; Schachermayer, Walter. A bipolar theorem for L${}_+^0(\Omega ,{\mathcal {F}},{\bf P})$. Séminaire de probabilités de Strasbourg, Tome 33 (1999) pp. 349-354. http://gdmltest.u-ga.fr/item/SPS_1999__33__349_0/
[B 97]. No Arbitrage and Martingale Measures in Option Pricing, Dissertation. University of Vienna (1997).
,[DS 94]. A General Version of the Fundamental Theorem of Asset Pricing, Math. Annalen 300 (1994), 463 - 520. | MR 1304434 | Zbl 0865.90014
, ,[HS 49]. Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics, Annals of Math. Statistics 20, 225-241.. | MR 30730 | Zbl 0034.07502
, (1949),[KS 97]. A Condition on the Asymptotic Elasticity of Utility Functions and Optimal Investment in Incomplete Markets, Preprint (1997). | MR 1722287
, ,[KPR 84]. An F-space Sampler, London Math. Soc. Lecture Notes 89 (1984). | MR 808777 | Zbl 0556.46002
, , ,[M 74]. Théorèmes de factorisation pour les opérateurs linéaires à valeurs dans un espace Lp, Astérisque 11 (1974). | MR 344931 | Zbl 0278.46028
,[Me 79]. Caractérisation des semimartingales, d'après Dellacherie, Séminaire de Probabilités XIII, Lect. Notes Mathematics 721 (1979), 620 - 623. | Numdam | MR 544830 | Zbl 0405.60049
,[N 70]. Resonance theorems and superlinear operators, Uspekhi Mat. Nauk 25, Nr. 6 (1970), 129 - 191. | MR 296584 | Zbl 0222.47024
,[S 94]. Martingale measures for discrete time processes with infinite horizon, Math. Finance 4 (1994), 25 - 55. | MR 1286705 | Zbl 0893.90017
,[Sch 67]. Topological Vector Spaces, Springer Graduate Texts in Mathematics. | MR 193469 | Zbl 0217.16002
(1966),[Str 90]. Arbitrage et lois de martingale, Ann. Inst. Henri. Pincaré Vol. 26, no. 3 (1990), 451-460. | Numdam | MR 1066088 | Zbl 0704.60045
,[Y 80]. Caractérisation d' une classe d'ensembles convexes de L1 ou H1, Séminaire de Probabilités XIV, Lect. Notes Mathematics 784 (1980), 220-222. | Numdam | MR 580127 | Zbl 0429.60004
,