XIII: 17, 216-226, LNM 721 (1979)
LETTA, Giorgio
Quasimartingales et formes linéaires associées (General theory of processes, Martingale theory)
This paper gives a definition of a quasimartingale $X$ different from the usual one using the stochastic variation: the linear functional $E[\int_0^{\infty} H_s dX_s]$ should be relatively bounded on the vector lattice (Riesz space) of elementary previsible processes. Many classical theorems have simple proofs or elegant interpretations in this language
Keywords: Quasimartingales, Riesz spaces
Nature: Original
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