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

DOI10.1016/j.spa.2013.10.001zbMath1285.60035OpenAlexW1986576686MaRDI 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 decompositionBichteler-Dellacherie theoremgood integrators

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05)

Related Items (2)

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

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