Quasimartingales on partially ordered sets

DOI10.1016/0047-259X(84)90046-0zbMath0536.60064MaRDI QIDQ792003

Harry E. Hürzeler

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

partially ordered index setquasimartingalesRao decomposition

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (3)

Doob-Meyer decomposition for set-indexed submartingales ⋮ Optional sampling of submartingales with scanned index sets ⋮ Stochastic integration on partially ordered sets

Cites Work

• Stopping for two-dimensional stochastic processes
• The optional sampling theorem for martingales indexed by directed sets
• Planar semi-martingales
• Random fields
• Möbius inversion in lattices
• On the representation of semimartingales
• Convergence of Martingales with a Directed Index Set
• Quasi-Martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• Quasi-Martingales.
• The exit measure of a supermartingale
• [https://portal.mardi4nfdi.de/wiki/Publication:5731810 On the foundations of combinatorial theory I. Theory of M�bius Functions]
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