Cassese, Gianluca 2008 The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Doléans-Dade measure. We obtain versions of the Doob–Meyer decomposition and, as an application, we establish a version of the Bichteler and Dellacherie theorem with no exogenous probability measure. application/pdf https://n2t.net/ark:/12658/srd1318183 https://susi.usi.ch/global/documents/318183 https://susi.usi.ch/documents/318183/files/cassese_JTP_2008.pdf eng info:eu-repo/semantics/altIdentifier/doi/10.1007/s10959-008-0164-8 info:eu-repo/semantics/altIdentifier/ark/12658/srd1318183 info:eu-repo/semantics/openAccess License undefined Journal of theoretical probability. - Springer. - 2008, vol. 21, no. 3, p. 586-603 Bichteler Dellacherie theorem conditional expectation Doléans-Dade measure Doob–Meyer decomposition finitely additive measures supermartingales Yosida–Hewitt decomposition info:eu-repo/classification/udc/33 Finitely additive supermartingales http://purl.org/coar/resource_type/c_6501