Finitely additive supermartingales (Q939137): Difference between revisions

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Latest revision as of 08:55, 10 December 2024

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Finitely additive supermartingales
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    Finitely additive supermartingales (English)
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    21 August 2008
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    Bichteler-Dellacherie theorem
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    conditional expectation
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    Doléans-Dade measure
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    Doob-Meyer decomposition
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    finitely additive measures
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    supermartingales
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    Yosida-Hewitt decomposition
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