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A short proof of the Doob–Meyer theorem
Every submartingale [Formula: see text] of class [Formula: see text] has a unique Doob–Meyer decomposition [Formula: see text] , where [Formula: see text] is a martingale and [Formula: see text] is a predictable increasing process starting at 0. We provide a short proof of the Doob–Meyer decompositi...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2012
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4459556/ https://www.ncbi.nlm.nih.gov/pubmed/30976134 http://dx.doi.org/10.1016/j.spa.2011.12.001 |