Supermartingale Deomposition with General Index Set

Details Supermartingale Deomposition with General Index Set Supermartingale Deomposition with General Index Set

2008-12-09

arxiv.org/abs/0812.1664v2

Mathematics

Probability

Scientific paper

We prove results on the existence of Dol\'{e}ans-Dade measures and of the
Doob-Meyer decomposition for supermartingales indexed by a general index set

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