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Finitely additive supermartingales - MaRDI portal

Finitely additive supermartingales (Q939137)

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Finitely additive supermartingales
scientific article

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    title
    Finitely additive supermartingales (English)
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    author
    Gianluca Cassese
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    publication date
    21 August 2008
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    Mathematics Subject Classification ID
    60G48
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    60G07
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    28A12
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    zbMATH DE Number
    5314938
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    zbMATH Keywords
    Bichteler-Dellacherie theorem
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    conditional expectation
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    Doléans-Dade measure
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    Doob-Meyer decomposition
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    finitely additive measures
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    supermartingales
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    Yosida-Hewitt decomposition
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    OpenAlex ID
    W3123240135
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    arXiv ID
    0801.1262
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    cites work
    Q3663565
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    Stochastic processes
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    Q3957683
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    Q4151478
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