On Doleans-Follmer's measure for quasi-martingales
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Publication:1229521
zbMath0335.60037MaRDI QIDQ1229521
Jean Pellaumail, Michel Métivier
Publication date: 1975
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Related Items (6)
Representation of Banach space valued quasimartingales by real quasimartingales ⋮ Finitely additive supermartingales ⋮ Quasi-martingales with a linearly ordered index set ⋮ Supermartingale decomposition with a general index set ⋮ On two-parameter semimartingales ⋮ Supermartingales as Radon-Nikodym densities and related measure extensions
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