Geodesic
On amarts with continuous time
Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 3, pp. 627-635

Voir la notice de l'article provenant de la source Math-Net.Ru

We introduce a notion of a $D_v$-amart into consideration, which generalizes a notion of a martingale. For stochastic processes $(X_t(\omega))_{t\ge 0}$, which are $D_v$-amarts, we obtain sample properties of their trajectories such as the existence of $$ \lim_{t\uparrow\tau(\omega)}X_t(\omega), \qquad \lim_{t\downarrow\tau(\omega)}X_t(\omega), $$ where $\tau=\tau(\omega)$ are some or other stopping times, and the existence of modifications with right-continuous trajectories.
Mots-clés : martingales, modifications
Keywords: amarts, $D_v$-amarts, stopping times. 
@article{TVP_1994_39_3_a10,
     author = {I. A. Dzhvarsheishvili},
     title = {On amarts with continuous time},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {627--635},
     publisher = {mathdoc},
     volume = {39},
     number = {3},
     year = {1994},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a10/}
}
TY  - JOUR
AU  - I. A. Dzhvarsheishvili
TI  - On amarts with continuous time
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1994
SP  - 627
EP  - 635
VL  - 39
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a10/
LA  - ru
ID  - TVP_1994_39_3_a10
ER  - 
%0 Journal Article
%A I. A. Dzhvarsheishvili
%T On amarts with continuous time
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1994
%P 627-635
%V 39
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a10/
%G ru
%F TVP_1994_39_3_a10
I. A. Dzhvarsheishvili. On amarts with continuous time. Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 3, pp. 627-635. http://geodesic.mathdoc.fr/item/TVP_1994_39_3_a10/