Supermartingale decomposition with a general index set (Q981011)
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scientific article; zbMATH DE number 5732042
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| English | Supermartingale decomposition with a general index set |
scientific article; zbMATH DE number 5732042 |
Statements
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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