Measures and Processes on Semilattices

Details Measures and Processes on Semilattices Measures and Processes on Semilattices

2010-06-11

arxiv.org/abs/1006.2260v4

Mathematics

Probability

Scientific paper

Every vector-valued, semimodular set function on a semilattice of sets
extends uniquely to an additive set function on the generated ring. Based on
this theorem we develop several corollaries, including a form of the Doob-Meyer
decomposition.

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