Article ID Journal Published Year Pages File Type
1152821 Statistics & Probability Letters 2010 6 Pages PDF
Abstract
We consider quasi-martingales indexed by a linearly order set. We show that such processes are isomorphic to a given class of (finitely additive) measures. From this result we easily derive the classical theorem of Stricker as well as the decompositions of Riesz, Rao and the supermartingale decomposition of Doob and Meyer.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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