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Quasi-martingales. (English) Zbl 0133.40303


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[1] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. · Zbl 0053.26802
[2] Michel Loève, Probability theory, 2nd ed. The University Series in Higher Mathematics. D. Van Nostrand Co., Inc., Princeton, N. J.-Toronto-New York-London, 1960. · Zbl 0095.12201
[3] P. A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193 – 205. · Zbl 0133.40304
[4] Guy Johnson and L. L. Helms, Class \? supermartingales, Bull. Amer. Math. Soc. 69 (1963), 59 – 62. · Zbl 0133.40402
[5] Kiyosi Itô, Stochastic integral, Proc. Imp. Acad. Tokyo 20 (1944), 519 – 524. · Zbl 0060.29105
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