Cassese, Gianluca 2010-03-24 We prove results on the existence of Doléans-Dade measures and of the Doob-Meyer decomposition for supermartingales indexed by a general index set. application/pdf https://susi.usi.ch/global/documents/318223 https://n2t.net/ark:/12658/srd1318223 https://susi.usi.ch/documents/318223/files/cassese_SPTA_2010.pdf eng info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spa.2010.03.014 info:eu-repo/semantics/altIdentifier/ark/12658/srd1318223 info:eu-repo/semantics/openAccess License undefined Stochastic processes and their applications. - Elsevier. - 2010, vol. 120, no. 7, p. 1060-1073 Doléans-Dade measure Doob–Meyer decomposition finitely additive probability finitely additive supermartingales supermartingales info:eu-repo/classification/udc/33 Supermartingale decomposition with a general index set http://purl.org/coar/resource_type/c_6501