Supermartingale Deomposition with General Index Set

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Abstract

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

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Probability, 28A12;60G07; 60G20

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http://salesiana.dossiersoluciones.com/handle/123456789/216608

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0812.1664
 http://arxiv.org/abs/0812.1664

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arXiv