Acta mathematica scientia,Series A ›› 1997, Vol. 17 ›› Issue (2): 229-234.
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Chen Zeqian
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Abstract: The Radon-Nikodym theorem and Riesz representation theorem on infinite state spaces are built. Then we introduce the notion of measure-valued martingales. The measure-valued martingales are different from the usual vector-valued inartingales and can be applied to superprocesses.
Key words: Polish spaces, partial Radon-Nikodym derivatives, bimeasures, measure-valued martingales
Chen Zeqian. Measures and Martingales on Infinite State Spaces[J].Acta mathematica scientia,Series A, 1997, 17(2): 229-234.
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