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Teoriya Veroyatnostei i ee Primeneniya, 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
Full-text PDF (301 kB)
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, Volume 25, Issue 3, Pages 593–596
DOI: https://doi.org/10.1137/1125072
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. V. Pavlov, “On extreme rays and integral representation in a supermartingale's cone”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 602–605; Theory Probab. Appl., 25:3 (1981), 593–596
Citation in format AMSBIB
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\paper On extreme rays and integral representation in a supermartingale's cone
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 602--605
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\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 3
\pages 593--596
\crossref{https://doi.org/10.1137/1125072}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100016}
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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