Decomposition of supermartingales indexed by a linearly ordered set (Q997250)

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    Decomposition of supermartingales indexed by a linearly ordered set
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      Decomposition of supermartingales indexed by a linearly ordered set (English)
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      23 July 2007
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      Doob Meyer decomposition
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      natural increasing processes
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      potentials
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      supermartingales
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      uniformly integrable martingales
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