Rokhlin, Dmitry B. - arXiv.org - 2006
Given a set-valued stochastic process $(V_t)_{t=0}^T$, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors $\xi_t\in V_t$, admitting an equivalent martingale measure. The aim of this note is to underline the connection between this problem...