Finitely Additive F-Processes

DOI10.2307/1999385zbMath0521.60052OpenAlexW4230819600MaRDI QIDQ3670296

Thomas E. Armstrong

Publication date: 1983

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1999385

zbMATH Keywords

supermartingalesChoquet integral representationstone spaceKakutani spacebase-norm ordered Banach spacefinitely additive processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Measures on Boolean rings, measure algebras (28A60) Convex sets in topological linear spaces; Choquet theory (46A55)

Related Items (5)

Strong singularity, disjointness, and strong finite additivity of finitely additive measures ⋮ Games of bounded deviation, additivizations of games and asymptotic martingales ⋮ Finitely additive supermartingales ⋮ Supermartingale decomposition with a general index set ⋮ Notes on Jordan fields based on an article by Maharam

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