Decomposition of supermartingales: The uniqueness theorem
From MaRDI portal
Publication:2395846
zbMath0133.40401MaRDI QIDQ2395846
Publication date: 1963
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Related Items (20)
On natural and predictable processes ⋮ A stochastic equation for predicting tensile fractures in ductile polymer solids ⋮ Supermartingale decomposition theorem under \(G\)-expectation ⋮ Equivalence of Markov Processes ⋮ Stochastic Processes in the Decades after 1950 ⋮ Martingales in Japan ⋮ A short proof of the Doob-Meyer theorem ⋮ Pathwise stochastic integration and applications to the theory of continuous trading ⋮ Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set ⋮ On quadratic variation of martingales ⋮ Itô's stochastic calculus: its surprising power for applications ⋮ Stochastic integral representation of some martingales ⋮ Transformation of Markov processes by multiplicative functionals ⋮ Quelques résultats sur les processus de Markov ⋮ Information structure and equilibrium asset prices ⋮ A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales ⋮ G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty ⋮ The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck ⋮ `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century ⋮ Meyer's theorem on predictability
This page was built for publication: Decomposition of supermartingales: The uniqueness theorem
