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arXiv · 1311.6389

On the interpolation property and dominated decomposition property of quasimartingales

Liang Hong
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Abstract

For a quasimartingale majorized by another quasimartingale, it is natural to ask whether a third quasimartingale can be inserted between them. In this paper, we give an affirmative answer to this problem. We also establish a dominated decomposition property of quasimartingales. In addition, we show that a weak interpolation property holds for supermartingales and local supermartingales. Our approach also yields the interpolation property and dominated decomposition property for Markov chains.

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Liang Hong. 2013-11-25. On the interpolation property and dominated decomposition property of quasimartingales. https://arxiv.org/abs/1311.6389

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