Decomposition of supermartingales indexed by a linearly ordered set (Q997250)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Decomposition of supermartingales indexed by a linearly ordered set |
scientific article |
Statements
Decomposition of supermartingales indexed by a linearly ordered set (English)
0 references
23 July 2007
0 references
Doob Meyer decomposition
0 references
natural increasing processes
0 references
potentials
0 references
supermartingales
0 references
uniformly integrable martingales
0 references