Finitely Additive Supermartingales and Differences of Martingales and Adapted Increasing Processes

DOI10.2307/2045854MaRDI QIDQ3730736zbMATH OpenOpenAlexFDO

Authors Thomas E. Armstrong

Publication date 1985

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2045854

zbMATH Keywords

Doob-Meyer decomposition for supermartingalesfinitely additive settingset function processStone representation theorem

Mathematics Subject Classification ID

Measures on Boolean rings, measure algebras (28A60) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

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Cited in

(3)

• scientific article; zbMATH DE number 4003170 (Why is no real title available?)
• Supermartingales as Radon-Nikodym densities and related measure extensions
• Finitely additive supermartingales

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