On Decomposition Theorems of Meyer.

DOI10.7146/MATH.SCAND.A-10920zbMath0193.45501OpenAlexW2530373040MaRDI QIDQ5588937

Murali Rao

Publication date: 1969

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166080

zbMATH Keywords

probability theory

Related Items (15)

Predictable projections for point process filtrations ⋮ Processes With Independent Increments on a Lie Group ⋮ A note on the Doob-Meyer-decomposition of L^p-valued submartingales ⋮ A short proof of the Doob-Meyer theorem ⋮ The Ito-Clifford integral ⋮ A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage ⋮ Integrability of Expected Increments of Point Processes and a Related Random Change of Scale ⋮ On quadratic variation of martingales ⋮ On a representation of submartingales and its application ⋮ Stochastic integrals in the plane ⋮ Amarts: A class of asymptotic martingales. II: Continuous parameter ⋮ Decomposition of supermartingales indexed by a linearly ordered set ⋮ On the Compensator in the Doob--Meyer Decomposition of the Snell Envelope ⋮ Hyperamarts: Conditions for regularity of continuous parameter processes ⋮ Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments

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