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

DOI10.3103/S0278641913030060MaRDI QIDQ384747zbMATH OpenOpenAlexFDO

Authors S. Yu. Kashayeva

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

zbMATH Keywords

Doob-Meyer decompositionnatural processsubmartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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Cites work

• scientific article; zbMATH DE number 4121145 (Why is no real title available?)
• A generalization of a problem of Steinhaus

Cited in

(4)

• scientific article; zbMATH DE number 4178256 (Why is no real title available?)
• 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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