He, Tong-jun; Shen, Yi - In: Stochastic Processes and their Applications 119 (2009) 8, pp. 2625-2644
In this paper, the authors firstly construct a graph-theoretic decomposition of an index set for tree martingales, and based on this decomposition, they give a locally finite tree martingale's notion and a tree martingale decomposition theorem. Secondly, they establish some relations between the...