Quasimartingales with a linearly ordered index set
Informazioni aggiuntive
Autori
Cassese G.,
della Svizzera italiana S.
Tipo
Articolo pubblicato in rivista scientifica
Lingua
Inglese
Sommario
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.
Parole chiave
Doob Meyer decomposition, natural increasing process, potential, quasi-potential, Rao decomposition, Riesz decomposition
Periodico
Statistics & probability letters
Volume
80
Numero ( Mese )
5-6
Pagine (o numero dell’articolo)
421-426
Diffusione
Licenza
Licenza non definita
Visibilità
Pubblico
Status open access
Green
