Hyperamarts: Conditions for regularity of continuous parameter processes
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Publication:788392
DOI10.1016/0047-259X(84)90009-5zbMath0531.60045OpenAlexW2035092314MaRDI QIDQ788392
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(84)90009-5
stopping timemartingaleRiesz decompositionamartcontinuity of trajectorieshyperamartright and left limits
Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17)
Cites Work
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- Amarts: A class of asymptotic martingales. II: Continuous parameter
- A refinement of the Riesz decomposition for amarts and semiamarts
- Amarts indexed by directed sets
- Stochastic process measurability conditions
- Séminaire de probabilités. V. Université de Strasbourg
- Convergence of Classes of Amarts Indexed by Directed Sets
- Class 𝐷 supermartingales
- On Decomposition Theorems of Meyer.
- Quasi-Martingales.
- [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
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