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A simplified proof of the Doob-Meyer theorem for nonnegative submartingales

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Publication:384747
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DOI10.3103/S0278641913030060zbMATH Open1278.60080OpenAlexW1965714460MaRDI QIDQ384747FDOQ384747


Authors: S. Yu. Kashayeva Edit this on Wikidata


Publication date: 28 November 2013

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s0278641913030060




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zbMATH Keywords

Doob-Meyer decompositionnatural processsubmartingale


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)


Cites Work

  • A generalization of a problem of Steinhaus
  • Title not available (Why is that?)


Cited In (4)

  • Title not available (Why is that?)
  • A short proof of the Doob-Meyer theorem
  • On a representation of submartingales and its application
  • Doob-Type Estimates for Differentially Subordinated Martingales





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