A note on the Doob-Meyer-decomposition of Lp-valued submartingales

DOI10.1017/S0004972700035966zbMath1057.60042MaRDI QIDQ4824809

Bernhard Burgstaller

Publication date: 1 November 2004

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Foundations of stochastic processes (60G05)

Related Items (2)

On a representation of submartingales and its application ⋮ Decomposition of supermartingales indexed by a linearly ordered set

Cites Work

• Unnamed Item
• Doob-Meyer decomposition of Hilbert space valued functions
• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• On Decomposition Theorems of Meyer.

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