ABSTRACT
This chapter provides a systematic and detailed account of the semimartingales and quasimartingales related to the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. It focuses on quasimartingales and its Rao decompositions and semimartingales its stochastic sets of interval type. The chapter presents theorems and lemmas for the semimartingales and quasimartingales.
