Decomposition of supermartingales indexed by a linearly ordered set (Q997250)

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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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