Abstract
The continuity properties of continuous parameter supermartingales derived in this section are of course also valid for continuous parameter sub-martingales and martingales. Recall that a process is said to be [almost surely] [right continuous if [almost] every sample function is right continuous and the process is said to be [almost surely] right continuous with left limits if [almost] every sample function is right continuous and has a left limit at every point.
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© 1984 Springer-Verlag New York Inc.
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Doob, J.L. (1984). Basic Properties of Continuous Parameter Supermartingales. In: Classical Potential Theory and Its Probabilistic Counterpart. Grundlehren der mathematischen Wissenschaften, vol 262. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5208-5_23
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DOI: https://doi.org/10.1007/978-1-4612-5208-5_23
Publisher Name: Springer, New York, NY
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