DOI10.1137/1125072zbMath0461.60067OpenAlexW2019686457MaRDI QIDQ3911161
I. V. Pavlov
Publication date: 1981 Published in: Theory of Probability & Its Applications (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1137/1125072
zbMATH Keywords
Föllmer measureChoquet integral representationdiscrete probabilitiesnon-negative supermartingales
Mathematics Subject Classification ID
Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)