Decomposition of supermartingales indexed by a linearly
- Cassese, Gianluca Istituto di finanza (IFin), Facoltà di scienze economiche, Università della Svizzera italiana, Svizzera
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2007
Published in:
- Statistics & probability letters. - Elsevier. - 2007, vol. 77, no. 8, p. 795-802
English
We prove a version of the Doob Meyer decomposition for supermartingales with a linearly ordered index set.
- Language
-
- English
- Classification
- Economics
- License
- License undefined
- Identifiers
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- RERO DOC 12754
- DOI 10.1016/j.spl.2006.11.018
- ARK ark:/12658/srd1318134
- Persistent URL
- https://n2t.net/ark:/12658/srd1318134
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