XII: 27, 398-410, LNM 649 (1978)
GETOOR, Ronald K.
Homogeneous potentials (General theory of processes)
This is a development in Knight's prediction theory as described in 1007, 1008. Let $(Z_t^\mu)$ be the prediction process associated with a given measure $\mu$. Then it is shown that a bounded homogeneous right continuous supermartingale (or potential) under $\mu$ remains so under the measures $Z_t^\mu$
Keywords: Prediction theory
Nature: Original
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