In this paper multivalued order supermartingales with continuous time are studied. First, we show that multivalued order supermartingales have (K-M) Riesz decomposition under some conditions. Then we prove Doob-stopping theorem of setvalued order supermartingales
Rong Ming WANG.
Multivalued Order Supermartingale. Acta Mathematica Sinica, Chinese Series, 2000, 43(6): 1001-101 https://doi.org/10.12386/A2000sxxb0130