WANG Rongming, WU Weizhi. Some Related Problems of SVO Supermartingales[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(1): 98-108.
Citation: WANG Rongming, WU Weizhi. Some Related Problems of SVO Supermartingales[J]. Chinese Journal of Applied Probability and Statistics, 2000, 16(1): 98-108.

Some Related Problems of SVO Supermartingales

  • In this paper multivalued order supermartingales in continuous time are studied. First we show that multivalued order supermartingales has h-Riesz decomposition under the stated assumption. Then we prove Doob-Meyer decomposition theorem of set-valued order supermartin- gales.
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