| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156063 | Stochastic Processes and their Applications | 2010 | 14 Pages |
Abstract
We prove results on the existence of Doléans-Dade measures and of the Doob–Meyer decomposition for supermartingales indexed by a general index set.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Gianluca Cassese,