On the Doléans function of set-indexed submartingales

Marcello De Giosa and Rosamaria Mininni

Statistics & Probability Letters, 1995, vol. 24, issue 1, 71-75

Abstract: A necessary and sufficient condition for the countable additivity of the Doléans function of a set-indexed weak submartingale is given in terms of stopping sets.

Keywords: Doob-Meyer; decomposition; Lattice; Filtration; Right-continuity; Predictable; [sigma]-algebra; Stopping; set; Set-indexed; weak; submartingale; Class (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (1)

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