Title of article :
Supermartingale decomposition with a general index set
Author/Authors :
Cassese، نويسنده , , Gianluca، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
We prove results on the existence of Doléans-Dade measures and of the Doob–Meyer decomposition for supermartingales indexed by a general index set.
Keywords :
Finitely additive supermartingales , Supermartingales , Doléans-Dade measure , Doob–Meyer decomposition , Finitely additive probability
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
