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• W1669485309 abstract "Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven." @default.
• W1669485309 created "2016-06-24" @default.
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• W1669485309 date "2015-11-01" @default.
• W1669485309 modified "2023-10-11" @default.
• W1669485309 title "Supermartingales as Radon–Nikodym densities and related measure extensions" @default.
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• W1669485309 doi "https://doi.org/10.1214/14-aop956" @default.
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