Regularity and decomposition of two-parameter supermartingales

DOI10.1016/0047-259X(85)90093-4MaRDI QIDQ1063936zbMATH OpenFDO

Authors Gerald Mazziotto, Ely Merzbach

Publication date 1985

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

zbMATH Keywords

Doob-Meyer decompositiontwo-parameter stochastic processesdecomposition for potentialsoptional sampling theoremtwo-parameter local martingales

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

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Cited in

(9)

• scientific article; zbMATH DE number 2046392 (Why is no real title available?)
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• Cones and decomposition of sub- and supermartingales
• Hyperamarts: Conditions for regularity of continuous parameter processes
• scientific article; zbMATH DE number 1144393 (Why is no real title available?)
• scientific article; zbMATH DE number 4105973 (Why is no real title available?)
• scientific article; zbMATH DE number 177718 (Why is no real title available?)
• Supermartingale decomposition theorem under \(G\)-expectation
• Optional decomposition of optional supermartingales and applications to filtering and finance

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