The Doob-Meyer Decomposition Revisited
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Publication:4895837
DOI10.4153/CMB-1996-018-8zbMath0880.60046OpenAlexW2314478567MaRDI QIDQ4895837
Publication date: 6 January 1998
Published in: Canadian Mathematical Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4153/cmb-1996-018-8
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Foundations of stochastic processes (60G05)
Related Items (5)
Riemann-integration and a new proof of the Bichteler-Dellacherie theorem ⋮ A short proof of the Doob-Meyer theorem ⋮ A direct proof of the Bichteler-Dellacherie theorem and connections to arbitrage ⋮ On quadratic variation of martingales ⋮ On a representation of submartingales and its application
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