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A new proof of Doob-Meyer decomposition theorem - MaRDI portal

A new proof of Doob-Meyer decomposition theorem

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Publication:4254060

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DOI10.1016/S0764-4442(99)80297-3zbMath0936.60054MaRDI QIDQ4254060

Zeng-Jing Chen

Publication date: 9 May 2000

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

stochastic backward differential equations decomposition of supermartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

Related Items (1)

On a representation of submartingales and its application

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