• Title of article

    Supermartingale decomposition with a general index set

  • Author/Authors

    Cassese، نويسنده , , Gianluca، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2010
  • Pages
    14
  • From page
    1060
  • To page
    1073
  • 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
  • Serial Year
    2010
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578283

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1578283