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

DOI10.1017/S0004972700035966zbMATH Open1057.60042MaRDI QIDQ4824809FDOQ4824809

Bernhard Burgstaller

Publication date: 1 November 2004

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Existence du processus croissant naturel associ� � un potentiel de la classe (D)
• On Decomposition Theorems of Meyer.
• Doob-Meyer decomposition of Hilbert space valued functions

Cited In (7)

• Doob's Decomposition Theorem for Fuzzy (Super) Submartingales
• Title not available (Why is that?)
• A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\)
• On a representation of submartingales and its application
• Doob-Type Estimates for Differentially Subordinated Martingales
• Doob's decomposition of set-valued submartingales via ordered near vector spaces
• Decomposition of supermartingales indexed by a linearly ordered set

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