A simple proof of Kramkov's result on uniform supermartingale decompositions (Q3145077)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple proof of Kramkov's result on uniform supermartingale decompositions |
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A simple proof of Kramkov's result on uniform supermartingale decompositions (English)
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13 December 2012
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uniform supermartingale
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uniform optional decomposition
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uniform predictable decomposition
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