12 citations · 37 across the 19 of their papers we have counts for
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A generalization of Tanaka's formula
Gianluca Cassese
We prove some new results related to Tanaka's formula.
The Theorem of Halmos and Savage under Finite Additivity
Gianluca Cassese
Given a generalization of Lebesgue decomposition we obtain an extension to the finitely additive setting of the theorems of Halmos and Savage and of Yan.
Semilattices, Canonical Embeddings and Representing Measures
Gianluca Cassese
We provide conditions under which a modular function defined on a semilattice and with values in a commutative group is homomorphic to a modular function on a lattice for a…
Quasi-martingales with a linearly ordered index set
Gianluca Cassese
We prove a version of Rao decomposition for quasi-martingales indexed by a linearly ordered set.
Finitely Additive Supermartingales
Gianluca Cassese
The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spac…