Doob-Meyer decomposition for set-indexed submartingales

DOI10.1007/BF02213566zbMath0807.60046MaRDI QIDQ1332399

B. Gail Ivanoff, Ely Merzbach, Marco E. Dozzi

Publication date: 12 September 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

admissible functionset-indexed martingaleexistence and uniqueness of a Doob-Meyer decompositionpredictable sigma-algebra

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items

Predictability and stopping on lattices of sets, Stopping and set-indexed local martingales, Lattices of random sets and progressivity, On the Doléans function of set-indexed submartingales, A martingale characterization of the set-indexed Brownian motion, Poisson convergence for set-indexed empirical processes, Supermartingale decomposition with a general index set, Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales, The set-indexed Itô integral, Stochastic integration for set-indexed processes

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