The exit measure of a supermartingale

DOI10.1007/BF00532472zbMath0231.60033OpenAlexW155319945MaRDI QIDQ5639084

Hans Föllmer

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532472

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

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Cites Work

• Transformation of Markov processes by multiplicative functionals
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• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
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