A short proof of the Doob–Meyer theorem
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Neufeld, Ariel & Nutz, Marcel, 2014. "Measurability of semimartingale characteristics with respect to the probability law," Stochastic Processes and their Applications, Elsevier, vol. 124(11), pages 3819-3845.
- Oleksii Mostovyi, 2015. "Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption," Finance and Stochastics, Springer, vol. 19(1), pages 135-159, January.
- Victor M. Kruglov, 2016. "On Natural and Predictable Processes," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 43-51, February.
- Oleksii Mostovyi, 2011. "Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption," Papers 1107.5852, arXiv.org, revised Jul 2012.
- Beiglböck, M. & Siorpaes, P., 2014. "Riemann-integration and a new proof of the Bichteler–Dellacherie theorem," Stochastic Processes and their Applications, Elsevier, vol. 124(3), pages 1226-1235.
More about this item
KeywordsDoob–Meyer decomposition; Komlos lemma;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:122:y:2012:i:4:p:1204-1209. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .
We have no references for this item. You can help adding them by using this form .