Duality and quasi-continuity for supermartingales
Séminaire de probabilités de Strasbourg (2002)
- Volume: 36, page 402-412
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topGrecea, Valentin. "Duality and quasi-continuity for supermartingales." Séminaire de probabilités de Strasbourg 36 (2002): 402-412. <http://eudml.org/doc/114101>.
@article{Grecea2002,
author = {Grecea, Valentin},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {supermartingale; increasing process; stopping time; Riesz decomposition property; duality},
language = {eng},
pages = {402-412},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Duality and quasi-continuity for supermartingales},
url = {http://eudml.org/doc/114101},
volume = {36},
year = {2002},
}
TY - JOUR
AU - Grecea, Valentin
TI - Duality and quasi-continuity for supermartingales
JO - Séminaire de probabilités de Strasbourg
PY - 2002
PB - Springer - Lecture Notes in Mathematics
VL - 36
SP - 402
EP - 412
LA - eng
KW - supermartingale; increasing process; stopping time; Riesz decomposition property; duality
UR - http://eudml.org/doc/114101
ER -
References
top- [1] A. Cornea, G. Licea: Order and Potential Resolvent Families of Kernels (Lect. Notes in Math., vol. 494) Berlin-Heidelberg-New York: Springer1975. Zbl0308.31002MR466600
- [2] C. Dellacherie, P.A. Meyer: Probabilités et Potentiel, Chap. I-IV, V-VIII. Paris: Hermann1975, 1980. Zbl0323.60039MR488194
- [3] J.L. Doob: Classical Potential Theory and its Probabilistic Counterpart, part 2. Springer-Verlag, Berlin, Heidelberg, New York, 1984. Zbl0549.31001MR731258
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