On the Doléans function of set-indexed submartingales

DOI10.1016/0167-7152(94)00150-7zbMath0886.60037OpenAlexW1964158440MaRDI QIDQ1897098

Marcello de Giosa, Rosa Maria Mininni

Publication date: 4 May 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00150-7

zbMATH Keywords

latticefiltrationDoob-Meyer decompositionstopping setpredictable sigma-algebraright-continuityset-indexed weak submartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Related Items (1)

Supermartingale decomposition with a general index set

Cites Work

• Predictability and stopping on lattices of sets
• Doob-Meyer decomposition for set-indexed submartingales
• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• Unnamed Item

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