Supermartingale Deomposition with General Index Set

Abstract

We prove results on the existence of Doléans-Dade measures and of the Doob-Meyer decomposition for supermartingales indexed by a general index set

References in corpus (1)

• Sure Wins, Separating Probabilities and the Representation of Linear Functionals

Cited by in corpus (1)

• Sure Wins, Separating Probabilities and the Representation of Linear Functionals