Optional supermartingales and the andersen-jessen theorem
- 1 January 1978
- journal article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 43 (3) , 263-272
- https://doi.org/10.1007/bf00536207
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Séminaire de Probabilités XIPublished by Springer Nature ,1977
- Relative densities of semimartingalesInventiones Mathematicae, 1974
- Martingales and Stochastic Integrals ILecture Notes in Mathematics, 1972
- Th orie des processus stochastiques g n raux applications aux surmartingalesProbability Theory and Related Fields, 1972
- Generalized sweeping-out and probabilityJournal of Functional Analysis, 1968