Supermartingale Deomposition with General Index Set
Probability
2009-01-21 v2
Abstract
We prove results on the existence of Dol\'{e}ans-Dade measures and of the Doob-Meyer decomposition for supermartingales indexed by a general index set
Cite
@article{arxiv.0812.1664,
title = {Supermartingale Deomposition with General Index Set},
author = {Gianluca Casseses},
journal= {arXiv preprint arXiv:0812.1664},
year = {2009}
}