Generalized sweeping-out and probability

DOI10.1016/0022-1236(68)90018-9MaRDI QIDQ2536911zbMATH OpenOpenAlexFDO

Authors Joseph Leo Doob

Publication date 1968

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(68)90018-9

zbMATH Keywords

probability theory

Cited in

(10)

• On the Strassen disintegration theorem
• On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
• Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential
• Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
• On a problem of optimal transport under marginal martingale constraints
• Options on realized variance and convex orders
• Frechet-valued martingales and stochastic integrals
• Optional supermartingales and the andersen-jessen theorem
• A regularized Kellerer theorem in arbitrary dimension
• From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order

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