Pavlov, I. V.; Shamrayeva, V. V.; Tsvetkova, I. V. On the existence of martingale measures satisfying the weakened condition of noncoincidence of barycenters in the case of countable probability space. (English. Russian original) Zbl 1386.60157 Theory Probab. Appl. 61, No. 1, 167-175 (2017); translation from Teor. Veroyatn. Primen. 61, No. 1, 173-181 (2016). Summary: For static \((B,S)\)-markets with countable many outcomes, a special interpolating property of martingale measures that gives the possibility to transform incomplete arbitrage-free markets to complete ones is studied. Sufficient conditions on the market parameters providing the existence of such martingale measures are obtained. MSC: 60G42 Martingales with discrete parameter Keywords:special Haar filtration; \((B,S)\)-market; arbitrage-free property; completeness; martingale measure; Haar interpolation of martingale; weakened condition of noncoincidence of barycenters × Cite Format Result Cite Review PDF Full Text: DOI References: [1] A. G. Danekyants and I. V. Pavlov, {\it A weakened universal Haar uniqueness property}, Rev. Appl. Ind. Math., 3 (2004), pp. 506-508 (in Russian). [2] A. G. Danekyants, {\it On special Haar martingale interpolations}, Izv. Vissh. Uchebn. Zaved. Sev.-Kavkaz. Reg. Estestv. Nauki, 3 (2005), pp. 3-20 (in Russian). · Zbl 1086.93059 [3] I. V. Pavlov, I. V. Tsvetkova, and V. V. Shamraeva, {\it Some results of Martingale measures of one-step model financial markets associated with the condition of the noncoincidence of barycentres}, Vestn. Rostov. Gos. Univ. Putei Soobshch., 3 (2012), pp. 177-181 (in Russian). This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.