A decomposition theorem for supermartingales

Cited In (35)

Sample quadratic variation of sample continuous, second order martingales
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Stochastic integral representation of some martingales
Class 𝐷 supermartingales
B. V. Gnedenko: classic of limit theorems in the theory of probability
Quasi-Martingales
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Itô's stochastic calculus: its surprising power for applications
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G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty
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The large graph limit of a stochastic epidemic model on a dynamic multilayer network
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Martingale Integrals
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On the optional and orthogonal decompositions of supermartingales and applications
Functional modeling of recurrent events on time‐to‐event processes
Randomised mixture models for pricing kernels
Supermartingale decomposition theorem under \(G\)-expectation
Stochastic Processes in the Decades after 1950
The Itô integral for martingales in vector lattices
Martingales in Japan
A functional central limit theorem for SI processes on configuration model graphs
Rough path properties for local time of symmetric \(\alpha\) stable process
A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
On the resolvent of a Brownian motion with drift
Decomposition of supermartingales indexed by a linearly ordered set
Modeling the Effect of Recurrent Events on Time-to-event Processes by Means of Functional Data

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