Class 𝐷 supermartingales
Tóm tắt
Từ khóa
Tài liệu tham khảo
Meyer, P. A., 1962, A decomposition theorem for supermartingales, Illinois J. Math., 6, 193, 10.1215/ijm/1255632318
Doob, J. L., 1953, Stochastic processes
Doob, J. L., 1954, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc., 77, 86, 10.2307/1990680
4. O. D. Kellogg, Foundations of potential theory, Dover, New York, 1953.
Kakutani, Shizuo, 1944, On Brownian motions in 𝑛-space, Proc. Imp. Acad. Tokyo, 20, 648