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

DOI10.1016/J.SPA.2013.10.001MaRDI QIDQ2637205zbMATH OpenOpenAlexFDO

Authors 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

Bichteler-Dellacherie theoremgood integratorssemimartingale decomposition

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05)

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Cited in

(5)

• Properly discounted asset prices are semimartingales
• Semimartingale price systems in models with transaction costs beyond efficient friction
• A Short Proof for Romberg Integration
• An abstract decomposition of measures and its many applications
• The life and scientific work of Hiroshi Kunita

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