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