Decomposition of supermartingales indexed by a linearly ordered set (Q997250): Difference between revisions

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Property / DOI: 10.1016/j.spl.2006.11.018 / rank
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Property / OpenAlex ID: W2024763312 / rank
 
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Property / arXiv ID: 1203.1192 / rank
 
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Property / cites work: Doob-Meyer decomposition of Hilbert space valued functions / rank
 
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Property / cites work: A note on the Doob-Meyer-decomposition of <i>L<sup>p</sup></i>-valued submartingales / rank
 
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Property / cites work: Mean Convergence of Martingales / rank
 
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Property / cites work: Class 𝐷 supermartingales / rank
 
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Property / cites work: Th�orie des processus stochastiques g�n�raux applications aux surmartingales / rank
 
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Property / cites work: On Decomposition Theorems of Meyer. / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.SPL.2006.11.018 / rank
 
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Latest revision as of 12:03, 10 December 2024

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Decomposition of supermartingales indexed by a linearly ordered set
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    Decomposition of supermartingales indexed by a linearly ordered set (English)
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    23 July 2007
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    Doob Meyer decomposition
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    natural increasing processes
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    potentials
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    supermartingales
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    uniformly integrable martingales
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