A short proof of the Doob-Meyer theorem
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Publication:424466
DOI10.1016/j.spa.2011.12.001zbMath1278.60068arXiv1012.5292OpenAlexW2052247664WikidataQ93042444 ScholiaQ93042444MaRDI QIDQ424466
Walter Schachermayer, Mathias Beiglböck, Bezirgen Veliyev
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.5292
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)
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