1. Meyer, P. A. “A decomposition theorem for supermartingales.” Ill. J. Math. 6(1962) 193–205; “Uniqueness,” ibid 7 (1963) 1–17.
2. Ikeda, N., and Watanabe, S. Stochastic Differential Equations and Diffusion Processes, North-Holland, Amsterdam, (2nd ed.) 1989.
3. Itô, K., and Watanabe, S. “Transformation of Markov processes by multiplicative function-als.” Ann. Inst. Fourier Grenoble, 15 (1965) 13–30.
4. Doob, J. L. Classical Potential Theory and its Probabilistic Counterpart. Springer-Verlag, Berlin, 1984.
5. Rao, K. M. “On decomposition theorems of Meyer.” Math. Scand. 24 (1969) 66–78.