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Class D supermartingales. (English) Zbl 0133.40402


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[1] P. A. Meyer, A decomposition theorem for supermartingales, Illinois J. Math. 6 (1962), 193 – 205. · Zbl 0133.40304
[2] J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. · Zbl 0053.26802
[3] J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86 – 121. · Zbl 0059.12205
[4] O. D. Kellogg, Foundations of potential theory, Dover, New York, 1953. · Zbl 0053.07301
[5] Shizuo Kakutani, On Brownian motions in \?-space, Proc. Imp. Acad. Tokyo 20 (1944), 648 – 652. · Zbl 0063.03106
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