Bicocca Open Archive

Logo unimib boa

We prove a version of the Doob Meyer decomposition for supermartingales with a linearly ordered index set. © 2007 Elsevier B.V. All rights reserved.

Cassese, G. (2007). Decomposition of supermartingales indexed by a linearly ordered set. STATISTICS & PROBABILITY LETTERS, 77(8), 795-802 [10.1016/j.spl.2006.11.018].

Decomposition of supermartingales indexed by a linearly ordered set

CASSESE, GIANLUCA
2007

Abstract

We prove a version of the Doob Meyer decomposition for supermartingales with a linearly ordered index set. © 2007 Elsevier B.V. All rights reserved.
Articolo in rivista - Articolo scientifico
Doob Meyer decomposition, Natural increasing processes, Potentials, Supermartingales, Uniformly integrable martingales
English
2007
77
8
795
802
none
Cassese, G. (2007). Decomposition of supermartingales indexed by a linearly ordered set. STATISTICS & PROBABILITY LETTERS, 77(8), 795-802 [10.1016/j.spl.2006.11.018].
01 - Articolo su rivista
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/5368
Citazioni
  • Scopus 3
  • ???jsp.display-item.citation.isi??? 3
Social impact