Supermartingale decomposition with a general index set

DOI10.1016/J.SPA.2010.03.014zbMath1196.60064arXiv0812.1664OpenAlexW2105643361MaRDI QIDQ981011

Gianluca Cassese

Publication date: 8 July 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.1664

zbMATH Keywords

supermartingalesDoob-Meyer decompositionfinitely additive probabilityDoléans-Dade measurefinitely additive supermartingales

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20)

Related Items (1)

Sure wins, separating probabilities and the representation of linear functionals

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