On natural and predictable processes

DOI10.1007/S13171-015-0074-7zbMATH Open1338.60104OpenAlexW1676008402MaRDI QIDQ288261FDOQ288261

V. M. Kruglov

Publication date: 25 May 2016

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-015-0074-7

zbMATH Keywords

martingalestopping timenatural processpredictable process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)

Cites Work

• Foundations of Modern Probability
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• A decomposition theorem for supermartingales
• Decomposition of supermartingales: The uniqueness theorem
• An elementary approach to naturality, predictability, and the fundamental theorem of local martingales
• A short proof of the Doob-Meyer theorem
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Cited In (7)

• Title not available (Why is that?)
• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Title not available (Why is that?)
• The power of natural properties as oracles
• Stochastic integrals and two filtrations
• An elementary approach to naturality, predictability, and the fundamental theorem of local martingales
• Title not available (Why is that?)

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