A note on the Doob-Meyer-decomposition of Lp-valued submartingales

DOI10.1017/S0004972700035966MaRDI QIDQ4824809zbMATH OpenFDO

Authors Bernhard Burgstaller

Publication date 1 November 2004

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Foundations of stochastic processes (60G05)

Recommendations

• Doob-Meyer decomposition for set-indexed submartingales
• Publication:3201179
• A short proof of the Doob-Meyer theorem
• scientific article; zbMATH DE number 3915329
• scientific article; zbMATH DE number 62498

Cites work

• scientific article; zbMATH DE number 3446157 (Why is no real title available?)
• Doob-Meyer decomposition of Hilbert space valued functions
• Existence du processus croissant naturel associ� � un potentiel de la classe (D)
• On Decomposition Theorems of Meyer.

Cited in

(7)

• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
• On a representation of submartingales and its application
• Decomposition of supermartingales indexed by a linearly ordered set
• Doob's Decomposition Theorem for Fuzzy (Super) Submartingales
• Doob's decomposition of set-valued submartingales via ordered near vector spaces
• Doob-Type Estimates for Differentially Subordinated Martingales
• scientific article; zbMATH DE number 4178256 (Why is no real title available?)

This page was built for publication: A note on the Doob-Meyer-decomposition of L^p-valued submartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4824809)