Quasi-martingales
HTML articles powered by AMS MathViewer
- by Donald L. Fisk
- Trans. Amer. Math. Soc. 120 (1965), 369-389
- DOI: https://doi.org/10.1090/S0002-9947-1965-0192542-5
- PDF | Request permission
References
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
- Michel Loève, Probability theory, The University Series in Higher Mathematics, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-New York-London, 1960. 2nd ed. MR 0123342
- P. A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193–205. MR 159359
- Guy Johnson and L. L. Helms, Class $D$ supermartingales, Bull. Amer. Math. Soc. 69 (1963), 59–62. MR 142148, DOI 10.1090/S0002-9904-1963-10857-5
- Kiyosi Itô, Stochastic integral, Proc. Imp. Acad. Tokyo 20 (1944), 519–524. MR 14633
Bibliographic Information
- © Copyright 1965 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 120 (1965), 369-389
- MSC: Primary 60.40
- DOI: https://doi.org/10.1090/S0002-9947-1965-0192542-5
- MathSciNet review: 0192542