Joint distributions of generalized integrable increasing processes and their generalized compensators

DOI10.1137/S0040585X97T991714MaRDI QIDQ6496898zbMATH OpenFDO

Authors Dmitriy A. Borzykh

Publication date 6 May 2024

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97T991714

zbMATH Keywords

compensatorDoob-Meyer decompositionincreasing processStrassen's theoremterminal distribution

Mathematics Subject Classification ID

Dynamical systems and ergodic theory (37-XX) Probability theory and stochastic processes (60-XX)

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Cites work

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• Infinite dimensional analysis. A hitchhiker's guide.
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• Probability theory. A comprehensive course
• Probability-1
• Real and functional analysis
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• The joint law of terminal values of a nonnegative submartingale and its compensator

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