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Nature
XI
: 22, 362-364, LNM 581 (1977)
DELLACHERIE, Claude
Sur la régularisation des surmartingales
(
Martingale theory
)
It is shown that any supermartingale has a version which is strong, i.e., which is optional and satisfies the supermartingale inequality at bounded stopping times, even if the filtration does not satisfy the usual conditions (and under the usual conditions, without assuming the expectation to be right-continuous)
Comment:
See
1524
Keywords:
General filtrations
,
Strong supermartingales
Nature:
Original
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