On characterizing and generalizing the optional -stability property for pricing set

Autor: Abdelkarem Berkaoui
Rok vydání: 2013
Předmět:
Zdroj: Statistics & Probability Letters. 83:856-862
ISSN: 0167-7152
DOI: 10.1016/j.spl.2012.12.007
Popis: In the first part of this paper, we introduce the notion of switch-stability for set of probabilities and prove that it is equivalent to the notion of optional m -stability. In the second part this notion is generalized to set of processes and prove that it is linked to the former notion.
Databáze: OpenAIRE