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.,
2Keywords: Quasimartingales,
Föllmer measuresNature: Original
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