scientific article; zbMATH DE number 18815

MaRDI QIDQ3976229zbMATH OpenFDO

Authors Andrew Lyasoff

Publication date 26 June 1992

zbMATH Keywords

decomposition of a quasimartingaleDoob-Meyer theorempredictabilitypredictable process of bounded variation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48)

Recommendations

• Doob-Meyer decomposition of Hilbert space valued functions
• A short proof of the Doob-Meyer theorem
• Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence
• scientific article; zbMATH DE number 3915329
• scientific article; zbMATH DE number 2149881

Cited in

(13)

• The weak projection theory and decompositions of quasi-martingale measures
• Doob-Meyer decomposition of Hilbert space valued functions
• Doob decomposition, Dirichlet processes, and entropies on Wiener space
• The doob‐meyer decomposition for anticipating processes
• Stability of Doob-Meyer decomposition of Hilbert valued semimartingales under extended convergence
• scientific article; zbMATH DE number 3915329 (Why is no real title available?)
• scientific article; zbMATH DE number 3923782 (Why is no real title available?)
• scientific article; zbMATH DE number 4054723 (Why is no real title available?)
• scientific article; zbMATH DE number 4054725 (Why is no real title available?)
• scientific article; zbMATH DE number 4058551 (Why is no real title available?)
• scientific article; zbMATH DE number 604994 (Why is no real title available?)
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Natural processes and Doob-Meyer decompositions over a probability gage space

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3976229)