Finitely Additive F-Processes

DOI10.2307/1999385MaRDI QIDQ3670296zbMATH OpenOpenAlexFDO

Authors Thomas E. Armstrong

Publication date 1983

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1999385

zbMATH Keywords

supermartingalesChoquet integral representationstone spaceKakutani spacebase-norm ordered Banach spacefinitely additive processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Convex sets in topological linear spaces; Choquet theory (46A55) Measures on Boolean rings, measure algebras (28A60)

Cited in

(5)

• Games of bounded deviation, additivizations of games and asymptotic martingales
• Supermartingale decomposition with a general index set
• Finitely additive supermartingales
• Strong singularity, disjointness, and strong finite additivity of finitely additive measures
• Notes on Jordan fields based on an article by Maharam

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