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)

Full work available at URL https://doi.org/10.1017/S0004972700035966

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(7)

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

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