Affiner les résultats

Finitely Additive Supermartingales

Cassese, Gianluca

In: Journal of Theoretical Probability, 2008, vol. 21, no. 3, p. 586-603

Supermartingale decomposition with a general index set

Cassese, Gianluca

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.