Title of article
A short proof of the Doob–Meyer theorem
Author/Authors
Beiglbِck، نويسنده , , Mathias and Schachermayer، نويسنده , , Walter and Veliyev، نويسنده , , Bezirgen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
6
From page
1204
To page
1209
Abstract
Every submartingale S of class D has a unique Doob–Meyer decomposition S = M + A , where M is a martingale and A is a predictable increasing process starting at 0.
vide a short proof of the Doob–Meyer decomposition theorem. Several previously known arguments are included to keep the paper self-contained.
Keywords
Doob–Meyer decomposition , Komlos lemma
Journal title
Stochastic Processes and their Applications
Serial Year
2012
Journal title
Stochastic Processes and their Applications
Record number
1578526
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