Decomposition of supermartingales: The uniqueness theorem

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Home > Journals > Illinois J. Math. > Volume 7 > Issue 1 > Article

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March 1963 Decomposition of supermartingales: The uniqueness theorem

P. A. Meyer

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P. A. Meyer¹
¹Institut Henri Poincaré, Paris, France

Illinois J. Math. 7(1): 1-17 (March 1963). DOI: 10.1215/ijm/1255637477

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Illinois J. Math.

Vol.7 • No. 1 • March 1963

Duke University Press

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P. A. Meyer "Decomposition of supermartingales: The uniqueness theorem," Illinois Journal of Mathematics, Illinois J. Math. 7(1), 1-17, (March 1963)

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