DECOMPOSITION OF OPTIONAL SUPERMARTINGALES

DOI10.1070/SM1982v043n02ABEH002440zbMath0489.60053OpenAlexW2046137001MaRDI QIDQ3951328

Leonid I. Galtchouk

Publication date: 1982

Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm1982v043n02abeh002440

zbMATH Keywords

Riesz decompositioncadlag supermartingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17) Prediction theory (aspects of stochastic processes) (60G25)

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