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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 aléatoires I. Sém. Prob. III, Univ. Strasbourg 1967/68, Lecture Notes Math., 78, 97-114 (1969)
[2] Doleans, C., Existence du processus croissant naturel associé à un potentiel de la classe (D), Z. Wahrscheinlichkeitstheorie verw. Gebiete, 9, 309-314 (1968) · Zbl 0164.47201
[3] Doob, J. L., Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. math. France, 85, 431-458 (1957) · Zbl 0097.34004
[4] - Martingale theory-potential theory. C.I.M.E. 1^0 Ciclo Stresa 1969. Potential Theory 203-206 (1970).
[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 (1966), Waltham, Mass.-Toronto-London: Blaisdell, Waltham, Mass.-Toronto-London · Zbl 0138.10401
[7] Meyer, P. A., Guide détaillé de la théorie «générale» des processus. Sém. Prob. II, Univ. Strasbourg 1966/67. Lecture Notes Math., 51, 140-165 (1968)
[8] - La mesure de H. Föllmer en théorie des surmartingales. (To appear.)
[9] Parthasarathy, K. R., Probability measures on metric spaces (1967), New York-London: Academic Press, New York-London · Zbl 0153.19101
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