On natural and predictable processes

DOI10.1007/S13171-015-0074-7MaRDI QIDQ288261zbMATH OpenOpenAlexFDO

Authors V. M. Kruglov

Publication date 25 May 2016

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-015-0074-7

zbMATH Keywords

martingalestopping timenatural processpredictable process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)

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• Decomposition of supermartingales: The uniqueness theorem
• Foundations of Modern Probability
• Stochastic integration theory.

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