Class 𝐷 supermartingales

Bulletin of the American Mathematical Society - Tập 69 Số 1 - Trang 59-62
Guy Johnson, Lester L. Helms

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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