Decomposition of supermartingales: The uniqueness theorem
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Publication:2395846
Cited in
(20)- Equivalence of Markov Processes
- Itô's stochastic calculus: its surprising power for applications
- A short proof of the Doob-Meyer theorem
- On natural and predictable processes
- Pathwise stochastic integration and applications to the theory of continuous trading
- Transformation of Markov processes by multiplicative functionals
- A note on the maximal expected local time of \(\mathrm{L}_2\)-bounded martingales
- Martingales in Japan
- On quadratic variation of martingales
- Stochastic integral representation of some martingales
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set
- Information structure and equilibrium asset prices
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty
- Quelques résultats sur les processus de Markov
- `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
- Meyer's theorem on predictability
- Supermartingale decomposition theorem under \(G\)-expectation
- Stochastic Processes in the Decades after 1950
- A stochastic equation for predicting tensile fractures in ductile polymer solids
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