Class $D$ supermartingales
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- by Guy Johnson and L. L. Helms PDF
- Bull. Amer. Math. Soc. 69 (1963), 59-62
References
- P. A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193–205. MR 159359, DOI 10.1215/ijm/1255632318
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86–121. MR 64347, DOI 10.1090/S0002-9947-1954-0064347-X 4. O. D. Kellogg, Foundations of potential theory, Dover, New York, 1953.
- Shizuo Kakutani, On Brownian motions in $n$-space, Proc. Imp. Acad. Tokyo 20 (1944), 648–652. MR 14646
Additional Information
- Journal: Bull. Amer. Math. Soc. 69 (1963), 59-62
- DOI: https://doi.org/10.1090/S0002-9904-1963-10857-5
- MathSciNet review: 0142148