A representation for supermartingales

zbMATH Open0724.60049MaRDI QIDQ757989FDOQ757989

Authors: M. Yu. Sverchkov, S. N. Smirnov 

Publication date: 1989

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

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zbMATH Keywords

martingalessupermartingalerepresentations of supermartingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cited In (3)

• Canonical supermartingale couplings
• On representations of the set of supermartingale measures and applications in continuous time
• Some related problems of SVO supermartingales.

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