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The exit measure of a supermartingale. (English) Zbl 0231.60033

MSC:
60G44 Martingales with continuous parameter
60G48 Generalizations of martingales
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[1] Dellacherie, C.: Ensembles al?atoires I. S?m. Prob. III, Univ. Strasbourg 1967/68. Lecture Notes Math. 78, 97?114 (1969).
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[4] - Martingale theory-potential theory. C.I.M.E. 10 Ciclo Stresa 1969. Potential Theory 203?206 (1970). · Zbl 0197.37503
[5] Ito, K., Watanabe, S.: Transformation of Markov processes by multiplicative functionals. Ann. Inst. Fourier 15, 13?30 (1965). · Zbl 0141.15103
[6] Meyer, P.A.: Probability and potentials. Waltham, Mass.-Toronto-London: Blaisdell 1966. · Zbl 0138.10401
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[8] - La mesure de H. F?llmer en th?orie des surmartingales. (To appear.)
[9] Parthasarathy, K. R.: Probability measures on metric spaces. New York-London: Academic Press 1967. · Zbl 0153.19101
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