Supermartingale decomposition with a general index set (Q981011)

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Supermartingale decomposition with a general index set
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    Supermartingale decomposition with a general index set (English)
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    8 July 2010
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    Doléans-Dade measure
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    Doob-Meyer decomposition
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    finitely additive probability
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    finitely additive supermartingales
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    supermartingales
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