<oai_dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:creator>Cassese, Gianluca</dc:creator>
  <dc:creator>della Svizzera italiana, Svizzera</dc:creator>
  <dc:date>2009-11-19</dc:date>
  <dc:description xmlns:ns0="xml" ns0:lang="en">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.</dc:description>
  <dc:format>application/pdf</dc:format>
  <dc:identifier>https://n2t.net/ark:/12658/srd1318213</dc:identifier>
  <dc:identifier>https://susi.usi.ch/global/documents/318213</dc:identifier>
  <dc:identifier>https://susi.usi.ch/documents/318213/files/cassese_SPL_2010.pdf</dc:identifier>
  <dc:language>eng</dc:language>
  <dc:relation>info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spl.2009.11.019</dc:relation>
  <dc:relation>info:eu-repo/semantics/altIdentifier/ark/12658/srd1318213</dc:relation>
  <dc:rights>info:eu-repo/semantics/openAccess</dc:rights>
  <dc:rights>License undefined</dc:rights>
  <dc:source>Statistics &amp; probability letters. - Elsevier. - 2010, vol. 80, no. 5-6, p. 421-426</dc:source>
  <dc:subject xmlns:ns1="xml" ns1:lang="en">Doob Meyer decomposition</dc:subject>
  <dc:subject xmlns:ns2="xml" ns2:lang="en">natural increasing process</dc:subject>
  <dc:subject xmlns:ns3="xml" ns3:lang="en">potential</dc:subject>
  <dc:subject xmlns:ns4="xml" ns4:lang="en">quasi-potential</dc:subject>
  <dc:subject xmlns:ns5="xml" ns5:lang="en">Rao decomposition, Riesz decomposition</dc:subject>
  <dc:subject>info:eu-repo/classification/udc/33</dc:subject>
  <dc:title xmlns:ns6="xml" ns6:lang="en">Quasimartingales with a linearly ordered index set</dc:title>
  <dc:type>http://purl.org/coar/resource_type/c_6501</dc:type>
</oai_dc:dc>
