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Generalized sweeping-out and probability

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Publication:2536911
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DOI10.1016/0022-1236(68)90018-9zbMath0186.50403OpenAlexW2091920634MaRDI QIDQ2536911

Joseph L. Doob

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1016/0022-1236(68)90018-9


zbMATH Keywords

probability theory



Related Items (9)

On a problem of optimal transport under marginal martingale constraints ⋮ On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options ⋮ Frechet-valued martingales and stochastic integrals ⋮ From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order ⋮ On the Strassen disintegration theorem ⋮ Optional supermartingales and the andersen-jessen theorem ⋮ Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential ⋮ Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales) ⋮ Options on realized variance and convex orders



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