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Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

 
 

 

Class $D$ supermartingales


Authors: Guy Johnson and L. L. Helms
Journal: Bull. Amer. Math. Soc. 69 (1963), 59-62
DOI: https://doi.org/10.1090/S0002-9904-1963-10857-5
MathSciNet review: 0142148
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References | Additional Information

References [Enhancements On Off] (What's this?)

  • 1. P. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193-205. MR 159359
  • 2. J. L. Doob, Stochastic processes, Wiley, New York, 1953. MR 58896
  • 3. J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc., 77 (1954), 86-121. MR 64347
  • 4. O. D. Kellogg, Foundations of potential theory, Dover, New York, 1953.
  • 5. S. Kakutani, On Brownian motions in n-space, Proc. Imp. Acad. Tokyo 20 (1944), 648-652. MR 14646


Additional Information

DOI: https://doi.org/10.1090/S0002-9904-1963-10857-5

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