A decomposition theorem for supermartingales

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(39)

Stochastic integral representation of some martingales
Supermartingale decomposition theorem under \(G\)-expectation
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On quadratic variation of martingales
G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty
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Randomised mixture models for pricing kernels
The Itô integral for martingales in vector lattices
Rough path properties for local time of symmetric \(\alpha\) stable process
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A short proof of the Doob-Meyer theorem
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Quasi-Martingales
Class 𝐷 supermartingales
Martingale Integrals
A construction of markov processes by piecing out
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Sample quadratic variation of sample continuous, second order martingales
Functional modeling of recurrent events on time‐to‐event processes
Stochastic Processes in the Decades after 1950
Martingales in Japan
On the optional and orthogonal decompositions of supermartingales and applications
Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
Analysis of higher education dropouts dynamics through functional decomposition of recurrent events on time-to-event processes
Testing procedures based on maximum likelihood estimation for marked Hawkes processes
The Jacod-Yor theorem for sigma martingales and the second fundamental
Memories of Professor Hiroshi Kunita
Itô's stochastic calculus: its surprising power for applications
Supermartingale decomposition with a general index set
Decomposition of supermartingales indexed by a linearly ordered set

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