Abstract
Accessible and predictable times; natural and predictable processes; Doob-Meyer decomposition; quasi-left-continuity; compensation of random measures; excessive and superharmonic functions; additive functionals as compensators; Riesz decomposition
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© 1997 Applied Probability Trust
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(1997). Predictability, Compensation, and Excessive Functions. In: Foundations of Modern Probability. Probability and its Applications. Springer, New York, NY. https://doi.org/10.1007/0-387-22704-0_22
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DOI: https://doi.org/10.1007/0-387-22704-0_22
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94957-4
Online ISBN: 978-0-387-22704-7
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