On a representation of submartingales and its application

DOI10.1134/S199508021402005XzbMath1310.60046OpenAlexW2076143020MaRDI QIDQ2263082

S. Yu. Kashayeva, Victor M. Kruglov

Publication date: 17 March 2015

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s199508021402005x

zbMATH Keywords

increasing processsubmartingalesDoob-Meyer theorem

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Cites Work

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• A new proof of Doob-Meyer decomposition theorem
• A note on the Doob-Meyer-decomposition of L^p-valued submartingales
• The Doob-Meyer Decomposition Revisited
• On Decomposition Theorems of Meyer.
• A generalization of a problem of Steinhaus

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