A new proof of Doob-Meyer decomposition theorem (Q4254060)
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scientific article; zbMATH DE number 1309347
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new proof of Doob-Meyer decomposition theorem |
scientific article; zbMATH DE number 1309347 |
Statements
A new proof of Doob-Meyer decomposition theorem (English)
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9 May 2000
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decomposition of supermartingales
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stochastic backward differential equations
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0.8774121403694153
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0.8634853363037109
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0.8268924355506897
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