A Simple Proof of the Bichteler-Dellacherie Theorem
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Publication:6230166
arXiv1201.1996MaRDI QIDQ6230166FDOQ6230166
Authors: Mathias Beiglböck, Pietro Siorpaes 
Publication date: 10 January 2012
Abstract: We give a simple and rather elementary proof of the celebrated Bichteler-Dellacherie-Mokobodzki Theorem, which states that a process S is a good integrator if and only if it is a semimartingale. As a corollary, we obtain a characterization of semimartingales along the lines of classical Riemann integrability.
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