关于半鞅财富过程集的Emery拓扑中的闭包
On the closure in the Emery topology of semimartingale wealth-process sets
摘要：
一个财富过程集被抽象地定义为包含一个严格正半鞅且满足直觉再平衡性质的非负càdlàg过程。在不存在第一类套利的条件下，证明了所有的财富过程都是半鞅，且Emery拓扑中财富过程集的闭包包含所有的“最优”财富过程.
英文摘要：
A wealth-process set is abstractly defined to consist of nonnegative càdlàg processes containing a strictly positive semimartingale and satisfying an intuitive re-balancing property. Under the condition of absence of arbitrage of the first kind, it is established that all wealth processes are semimartingales and that the closure of the wealth-process set in the Emery topology contains all "optimal" wealth processes.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
