%0 Journal Article
%T Supermartingales as Radon-Nikodym densities and related measure extensions
%A Nicolas Perkowski
%A Johannes Ruf
%J Mathematics
%D 2013
%I arXiv
%R 10.1214/14-AOP956
%X 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.
%U http://arxiv.org/abs/1309.4623v2