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IX: 19, 408-419, LNM 465 (1975)
STRICKER, Christophe
Mesure de Föllmer en théorie des quasimartingales (Martingale theory)
The Föllmer measure associated with a positive supermartingale, or more generally a quasimartingale (Föllmer, Z. für W-theorie, 21, 1972; Ann. Prob. 1, 1973) is constructed using a weak limit procedure instead of a projective limit
Comment: On Föllmer measures see 611. This paper corresponds to an early stage in the theory of quasimartingales, for which the main reference was Orey, Proc. Fifth Berkeley Symp., 2
Keywords: Quasimartingales, Föllmer measures
Nature: Original
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