Regularity and decomposition of two-parameter supermartingales

DOI10.1016/0047-259X(85)90093-4zbMath0574.60058MaRDI QIDQ1063936

Gerald Mazziotto, Ely Merzbach

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositiontwo-parameter stochastic processesdecomposition for potentialsoptional sampling theoremtwo-parameter local martingales

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Cites Work

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