Facoltà di scienze economiche

## Supermartingale decomposition with a general index set

### In: Stochastic processes and their applications, 2010, vol. 120, no. 7, p. 1060-1073

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

Ajouter à la liste personnelle

# Exporter vers

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