A decomposition theorem for supermartingales

Cited in

(35)

On the resolvent of a Brownian motion with drift
Sample quadratic variation of sample continuous, second order martingales
The large graph limit of a stochastic epidemic model on a dynamic multilayer network
B. V. Gnedenko: classic of limit theorems in the theory of probability
Itô's stochastic calculus: its surprising power for applications
A short proof of the Doob-Meyer theorem
On natural and predictable processes
Decomposition of supermartingales indexed by a linearly ordered set
A construction of markov processes by piecing out
The Itô integral for martingales in vector lattices
Transformation of Markov processes by multiplicative functionals
A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
Martingales in Japan
Martingale Integrals
Randomised mixture models for pricing kernels
Using weighted differences in hazards as effect sizes for survival data
On quadratic variation of martingales
Supermartingale decomposition with a general index set
Stochastic integral representation of some martingales
Competing risk problems with no independence assumed: Does it make a difference?
Modeling the effect of recurrent events on time-to-event processes by means of functional data
Functional modeling of recurrent events on time‐to‐event processes
G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Systems of BSDES with oblique reflection and related optimal switching problems
Class 𝐷 supermartingales
A functional central limit theorem for SI processes on configuration model graphs
Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
Supermartingale decomposition theorem under \(G\)-expectation
On the optional and orthogonal decompositions of supermartingales and applications
Stochastic Processes in the Decades after 1950
Quasi-Martingales
Rough path properties for local time of symmetric \(\alpha\) stable process
A construction of branching Markov processes

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