XIII: 07, 116-117, LNM 721 (1979)
ÉMERY, Michel; STRICKER, Christophe
Démonstration élémentaire d'un résultat d'Azéma et Jeulin (Martingale theory)
A short proof is given for the following result: given a positive supermartingale $X$ and $h>0$, the supermartingale $E[X_{t+h}\,|\,{\cal F}_t]$ belongs to the class (D). The original proof (Ann. Inst. Henri Poincaré, 12, 1976) used Föllmer's measures
Keywords: Class (D) processes
Nature: Original
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