Riemann-integration and a new proof of the Bichteler-Dellacherie theorem

DOI10.1016/j.spa.2013.10.001zbMath1285.60035MaRDI QIDQ2637205

Mathias Beiglböck, Pietro Siorpaes

Publication date: 7 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2013.10.001

zbMATH Keywords

semimartingale decomposition; Bichteler-Dellacherie theorem; good integrators

Mathematics Subject Classification ID

60G05: Foundations of stochastic processes

Related Items

Properly discounted asset prices are semimartingales, Semimartingale price systems in models with transaction costs beyond efficient friction

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