Abstract
Let (Ω, F, P) be a probability space and let F = (F t ), t ≥ 0, be a nondecreasing family of sub-σ-algebras of F.
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Bibliography
Notes and References. 1
Meyer, P.A. (1966): Probabilités et Potentiel. Hermann, Paris
Doob, J.L. (1954): Stochastic Processes. Wiley, New York
Rao, C.M. (1969): On decomposition theorems of Meyer. Math. Scand. 24, 1, 66 - 78
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© 2001 Springer-Verlag Berlin Heidelberg
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Liptser, R.S., Shiryaev, A.N. (2001). Martingales and Related Processes: Continuous Time. In: Statistics of Random Processes. Applications of Mathematics, vol 5. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13043-8_4
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DOI: https://doi.org/10.1007/978-3-662-13043-8_4
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