Finitely Additive Supermartingales and Differences of Martingales and Adapted Increasing Processes (Q3730736)
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English | Finitely Additive Supermartingales and Differences of Martingales and Adapted Increasing Processes |
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Finitely Additive Supermartingales and Differences of Martingales and Adapted Increasing Processes (English)
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1985
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Doob-Meyer decomposition for supermartingales
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finitely additive setting
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set function process
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Stone representation theorem
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